high-order proximal point algorithm for the monotone variational inequality problem and its application (2308.07689v1)

Abstract: The proximal point algorithm (PPA) has been developed to solve the monotone variational inequality problem. It provides a theoretical foundation for some methods, such as the augmented Lagrangian method (ALM) and the alternating direction method of multipliers (ADMM). This paper generalizes the PPA to the $p$th-order ($p\geq 1$) and proves its convergence rate $O \left(1/k^{p/2}\right)$. Additionally, the $p$th-order ALM is proposed based on the $p$th-order PPA. Some numerical experiments are presented to demonstrate the performance of the $p$th-order ALM.