  This paper recalls the proximal point method. We study two iterative
algorithms: the Blahut-Arimoto algorithm for computing the capacity of
arbitrary discrete memoryless channels, as an example of an iterative algorithm
working with probability density estimates and the iterative decoding of the
Bit Interleaved Coded Modulation (BICM-ID). For these iterative algorithms, we
apply the proximal point method which allows new interpretations with improved
convergence rate.
