Analysis reveals conditions for linear convergence of the proximal point algorithm with specific operator properties, implying enhanced performance.
We study the proximal point algorithm when the operator of interest is metrically subregular and satisfies a submonotonicity property. The latter property can be viewed as a quantified weakening of the standard definition of a monotone operator. Our main result gives a condition under which locally, the proximal point algorithm generates sequences that are linearly convergent to a zero of the underlying operator. General properties of our notion of submonotonicity are also explored as well as connections to other concepts in the literature. Funding: D. R. Luke was supported in part by the Deutsche Forschungsgemeinschaft [Grants 541767835 and SFB1456/1-432680300]. M. K. Tam was supported in part by the Australian Research Council [Grant DP230101749].
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Luke et al. (2025) studied this question.
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