Abstract
We generalize a proximal-like method for finding zeroes of maximal monotone operators in Hilbert spaces with quadratic regularization due to Solodov and Svaiter, making it possible the use of other kind of regularizations and extending it to Banach spaces. In particular, we introduce an appropriate error criterium to obtain an inexact proximal iteration based on Bregman functions and construct a hyperplane which strictly separates the current iterate from the solution set. A Bregman projection onto this hyperplane is then used to obtain the next iterate. Boundedness of the sequence and optimality of the weak accumulation points are established under suitable assumptions on the regularizing function, which hold for any power greater than one of the norm of any uniformly smooth and uniformly convex Banach space, without any assumption on the operator other than existence of zeroes. These assumptions let us, also, obtain similar results in Banach spaces for the Hybrid Extragradient-Generalized Proximal Point method, proposed by Solodov and Svaiter for finite dimensional spaces. We then transpose such methods to generate augmented Lagrangian methods for L P -constrained convex optimization problems in Banach spaces, obtaining two alternative procedures which allow for sequences, and optimality of primal and dual weak accumulation points, are then established, assuming only existence of Karush-Kuhn-Tucker pairs. *The work of this author was partially supported by CNPq grant no. 301280/86 and by Marcel Dassault chair, Centro de Modelamiento Matemático, Universidad de Chile.
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