Combining The Proximal Algorithm And Tikhonov Regularization

Abstract

An approximatio n meth od which com bines Tikh on ov method with the proximal point a lgo rithm, is presen ted. Co nditions which gua ra ntee the convergence to a pa rt icula r element of the so lutio n set, ar e pro vided. A particular atte ntion is given to the co nvex a nd convex-co ncave optimiza tion cases