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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...

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Autores principales: Boţ, Radu Ioan, Csetnek, Ernö Robert, Meier, Dennis
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6474735/
https://www.ncbi.nlm.nih.gov/pubmed/31057305
http://dx.doi.org/10.1080/10556788.2018.1457151
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author Boţ, Radu Ioan
Csetnek, Ernö Robert
Meier, Dennis
author_facet Boţ, Radu Ioan
Csetnek, Ernö Robert
Meier, Dennis
author_sort Boţ, Radu Ioan
collection PubMed
description 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.
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spelling pubmed-64747352019-05-01 Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces Boţ, Radu Ioan Csetnek, Ernö Robert Meier, Dennis Optim Methods Softw Original Articles 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. Taylor & Francis 2018-04-10 /pmc/articles/PMC6474735/ /pubmed/31057305 http://dx.doi.org/10.1080/10556788.2018.1457151 Text en © 2018 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group http://creativecommons.org/Licenses/by/4.0/ This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/Licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
spellingShingle Original Articles
Boţ, Radu Ioan
Csetnek, Ernö Robert
Meier, Dennis
Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces
title Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces
title_full Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces
title_fullStr Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces
title_full_unstemmed Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces
title_short Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces
title_sort inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in hilbert spaces
topic Original Articles
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6474735/
https://www.ncbi.nlm.nih.gov/pubmed/31057305
http://dx.doi.org/10.1080/10556788.2018.1457151
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