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在希尔伯特空间中诱导近端分裂算法渐近行为的强收敛性。

Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces.

作者信息

Boţ Radu Ioan, Csetnek Ernö Robert, Meier Dennis

机构信息

Faculty of Mathematics, University of Vienna, Oskar-Morgenstern-Platz 1, A-1090Vienna, Austria.

出版信息

Optim Methods Softw. 2018 Apr 10;34(3):489-514. doi: 10.1080/10556788.2018.1457151. eCollection 2019.

Abstract

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.

摘要

希尔伯特空间中单调包含问题(以及凸优化问题)的近端分裂算法具有一个共同特点,即一般能保证所生成序列弱收敛到一个解。为了实现强收敛,通常需要对所涉及的算子施加更多限制性性质,比如强单调性(对于优化问题分别是强凸性)。在本文中,我们结合非扩张映射不动点的确定提出一种修正的克拉索夫斯基 - 曼恩算法,并证明迭代生成序列强收敛到该问题的最小范数解。基于此,我们推导了带有蒂霍诺夫正则化项的前向 - 后向算法和道格拉斯 - 拉赫福德算法,它们生成的迭代序列强收敛到两个极大单调算子之和的零点集的最小范数解。此外,我们针对涉及平行和以及与线性算子复合的高度结构化单调包含问题,制定了前向 - 后向型和道格拉斯 - 拉赫福德型的强收敛原始 - 对偶算法。所得迭代格式专门用于求解凸最小化问题。理论结果通过无限维空间中分裂可行性问题的数值实验得到说明。

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