{"title":"Hilbert空间中近端分裂算法的渐近性的强收敛性。","authors":"Radu Ioan Boţ, Ernö Robert Csetnek, Dennis Meier","doi":"10.1080/10556788.2018.1457151","DOIUrl":null,"url":null,"abstract":"<p><p>Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve strong convergence, one usually needs to impose more restrictive properties for the involved operators, like strong monotonicity (respectively, strong convexity for optimization problems). In this paper, we propose a modified Krasnosel'skiĭ-Mann algorithm in connection with the determination of a fixed point of a nonexpansive mapping and show strong convergence of the iteratively generated sequence to the minimal norm solution of the problem. Relying on this, we derive a forward-backward and a Douglas-Rachford algorithm, both endowed with Tikhonov regularization terms, which generate iterates that strongly converge to the minimal norm solution of the set of zeros of the sum of two maximally monotone operators. Furthermore, we formulate strong convergent primal-dual algorithms of forward-backward and Douglas-Rachford-type for highly structured monotone inclusion problems involving parallel-sums and compositions with linear operators. The resulting iterative schemes are particularized to the solving of convex minimization problems. The theoretical results are illustrated by numerical experiments on the split feasibility problem in infinite dimensional spaces.</p>","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"34 3","pages":"489-514"},"PeriodicalIF":1.4000,"publicationDate":"2018-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/10556788.2018.1457151","citationCount":"33","resultStr":"{\"title\":\"Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces.\",\"authors\":\"Radu Ioan Boţ, Ernö Robert Csetnek, Dennis Meier\",\"doi\":\"10.1080/10556788.2018.1457151\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve strong convergence, one usually needs to impose more restrictive properties for the involved operators, like strong monotonicity (respectively, strong convexity for optimization problems). In this paper, we propose a modified Krasnosel'skiĭ-Mann algorithm in connection with the determination of a fixed point of a nonexpansive mapping and show strong convergence of the iteratively generated sequence to the minimal norm solution of the problem. Relying on this, we derive a forward-backward and a Douglas-Rachford algorithm, both endowed with Tikhonov regularization terms, which generate iterates that strongly converge to the minimal norm solution of the set of zeros of the sum of two maximally monotone operators. Furthermore, we formulate strong convergent primal-dual algorithms of forward-backward and Douglas-Rachford-type for highly structured monotone inclusion problems involving parallel-sums and compositions with linear operators. The resulting iterative schemes are particularized to the solving of convex minimization problems. The theoretical results are illustrated by numerical experiments on the split feasibility problem in infinite dimensional spaces.</p>\",\"PeriodicalId\":54673,\"journal\":{\"name\":\"Optimization Methods & Software\",\"volume\":\"34 3\",\"pages\":\"489-514\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2018-04-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1080/10556788.2018.1457151\",\"citationCount\":\"33\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Optimization Methods & Software\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://doi.org/10.1080/10556788.2018.1457151\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"2019/1/1 0:00:00\",\"PubModel\":\"eCollection\",\"JCR\":\"Q3\",\"JCRName\":\"COMPUTER SCIENCE, SOFTWARE ENGINEERING\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Optimization Methods & Software","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1080/10556788.2018.1457151","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2019/1/1 0:00:00","PubModel":"eCollection","JCR":"Q3","JCRName":"COMPUTER SCIENCE, SOFTWARE ENGINEERING","Score":null,"Total":0}
Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces.
Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve strong convergence, one usually needs to impose more restrictive properties for the involved operators, like strong monotonicity (respectively, strong convexity for optimization problems). In this paper, we propose a modified Krasnosel'skiĭ-Mann algorithm in connection with the determination of a fixed point of a nonexpansive mapping and show strong convergence of the iteratively generated sequence to the minimal norm solution of the problem. Relying on this, we derive a forward-backward and a Douglas-Rachford algorithm, both endowed with Tikhonov regularization terms, which generate iterates that strongly converge to the minimal norm solution of the set of zeros of the sum of two maximally monotone operators. Furthermore, we formulate strong convergent primal-dual algorithms of forward-backward and Douglas-Rachford-type for highly structured monotone inclusion problems involving parallel-sums and compositions with linear operators. The resulting iterative schemes are particularized to the solving of convex minimization problems. The theoretical results are illustrated by numerical experiments on the split feasibility problem in infinite dimensional spaces.
期刊介绍:
Optimization Methods and Software
publishes refereed papers on the latest developments in the theory and realization of optimization methods, with particular emphasis on the interface between software development and algorithm design.
Topics include:
Theory, implementation and performance evaluation of algorithms and computer codes for linear, nonlinear, discrete, stochastic optimization and optimal control. This includes in particular conic, semi-definite, mixed integer, network, non-smooth, multi-objective and global optimization by deterministic or nondeterministic algorithms.
Algorithms and software for complementarity, variational inequalities and equilibrium problems, and also for solving inverse problems, systems of nonlinear equations and the numerical study of parameter dependent operators.
Various aspects of efficient and user-friendly implementations: e.g. automatic differentiation, massively parallel optimization, distributed computing, on-line algorithms, error sensitivity and validity analysis, problem scaling, stopping criteria and symbolic numeric interfaces.
Theoretical studies with clear potential for applications and successful applications of specially adapted optimization methods and software to fields like engineering, machine learning, data mining, economics, finance, biology, or medicine. These submissions should not consist solely of the straightforward use of standard optimization techniques.