Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Serdica Mathematical Journal, Vol. 29, No 1, (2003), 11p-32p
A general framework of the (parallel variable transformation)
PVT-type algorithm, called the PVT-MYR algorithm, for minimizing a non-smooth convex function is proposed, via the Moreau-Yosida regularization.
As a particular scheme of this framework an ε-scheme is also presented. The
global convergence of this algorithm is given under the assumptions of strong
convexity of the objective function and an ε-descent condition determined
by an ε-forced function. An appendix stating the proximal point algorithm
is recalled in the last section.