共查询到20条相似文献,搜索用时 15 毫秒
1.
Nguyen Buong 《数学学报(英文版)》2010,26(3):587-594
The aim of the paper is to propose an iterative regularization method of proximal point type for finding a common solution for a finite family of inverse-strongly monotone equations in Hilbert spaces. 相似文献
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Cui Shisheng Shanbhag Uday Staudigl Mathias Vuong Phan 《Computational Optimization and Applications》2022,82(2):465-498
Computational Optimization and Applications - We develop a globalized Proximal Newton method for composite and possibly non-convex minimization problems in Hilbert spaces. Additionally, we impose... 相似文献
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This paper investigates an enhanced proximal algorithm with interesting practical features and convergence properties for solving non-smooth convex minimization problems, or approximating zeroes of maximal monotone operators, in Hilbert spaces. The considered algorithm involves a recent inertial-type extrapolation technique, the use of enlargement of operators and also a recently proposed hybrid strategy, which combines inexact computation of the proximal iteration with a projection. Compared to other existing related methods, the resulting algorithm inherits the good convergence properties of the inertial-type extrapolation and the relaxed projection strategy. It also inherits the relative error tolerance of the hybrid proximal-projection method. As a special result, an update of inexact Newton-proximal method is derived and global convergence results are established. 相似文献
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Mathematical Programming - This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in optimization algorithms and the modeling of physical... 相似文献
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Bằng Công Vũ 《Advances in Computational Mathematics》2013,38(3):667-681
We consider the problem of solving dual monotone inclusions involving sums of composite parallel-sum type operators. A feature of this work is to exploit explicitly the properties of the cocoercive operators appearing in the model. Several splitting algorithms recently proposed in the literature are recovered as special cases. 相似文献
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We introduce and investigate the convergence properties of an inertial forward-backward-forward splitting algorithm for approaching the set of zeros of the sum of a maximally monotone operator and a single-valued monotone and Lipschitzian operator. By making use of the product space approach, we expand it to the solving of inclusion problems involving mixtures of linearly composed and parallel-sum type monotone operators. We obtain in this way an inertial forward-backward-forward primal-dual splitting algorithm having as main characteristic the fact that in the iterative scheme all operators are accessed separately either via forward or via backward evaluations. We present also the variational case when one is interested in the solving of a primal-dual pair of convex optimization problems with complexly structured objectives, which we also illustrate by numerical experiments in image processing. 相似文献
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In this note, a new algorithm is presented for finding a zero of difference of two maximal monotone operators T and S, i.e., T — S in finite dimensional real Hilbert space H in which operator S has local boundedness property. This condition is weaker than Moudafi’s condition on operator S in [13]. Moreover, applying some conditions on inertia term in new algorithm, one can improve speed of convergence of sequence. 相似文献
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《Optimization》2012,61(10):1701-1716
ABSTRACTIn this paper, a hybrid proximal algorithm with inertial effect is introduced to solve a split variational inclusion problem in real Hilbert spaces. Under mild conditions on the parameters, we establish weak convergence results for the proposed algorithm. Unlike the earlier iterative methods, we do not impose any conditions on the sequence generated by the proposed algorithm. Also, we extend our results to find a common solution of a split variational inclusion problem and a fixed-point problem. Finally, some numerical examples are given to discuss the convergence and superiority of the proposed iterative methods. 相似文献
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The problem concerned in this paper is the set-valued equation 0 ∈T(z) where T is a maximal monotone operator. For given xk and βk > 0, some existing approximate proximal point algorithms take x~(k+1) = xk such thatwhere {ηk} is a non-negative summable sequence. Instead of xk+1 = xk , the new iterate of the proposing method is given bywhere Ω is the domain of T and PΩ(·) denotes the projection on Ω. The convergence is proved under a significantly relaxed restriction supk>0 ηk<1. 相似文献
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This paper is devoted to the study of the proximal point algorithm for solving monotone second-order cone complementarity
problems. The proximal point algorithm is to generate a sequence by solving subproblems that are regularizations of the original
problem. After given an appropriate criterion for approximate solutions of subproblems by adopting a merit function, the proximal
point algorithm is verified to have global and superlinear convergence properties. For the purpose of solving the subproblems
efficiently, we introduce a generalized Newton method and show that only one Newton step is eventually needed to obtain a
desired approximate solution that approximately satisfies the appropriate criterion under mild conditions. Numerical comparisons
are also made with the derivative-free descent method used by Pan and Chen (Optimization 59:1173–1197, 2010), which confirm the theoretical results and the effectiveness of the algorithm. 相似文献
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It is a known fact that the method of alternating projections introduced long ago by von Neumann fails to converge strongly for two arbitrary nonempty, closed and convex subsets of a real Hilbert space. In this paper, a new iterative process for finding common zeros of two maximal monotone operators is introduced and strong convergence results associated with it are proved. If the two operators are subdifferentials of indicator functions, this new algorithm coincides with the old method of alternating projections. Several other important algorithms, such as the contraction proximal point algorithm, occur as special cases of our algorithm. Hence our main results generalize and unify many results that occur in the literature. 相似文献
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We prove one version of the first Bogolyubov theorem for differential inclusions with multivalued mappings that satisfy certain one-sided constraints. We study the dependence of solutions to differential inclusions on the parameters. 相似文献
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ABSTRACTWe investigate a forward–backward splitting algorithm of penalty type with inertial effects for finding the zeros of the sum of a maximally monotone operator and a cocoercive one and the convex normal cone to the set of zeroes of an another cocoercive operator. Weak ergodic convergence is obtained for the iterates, provided that a condition expressed via the Fitzpatrick function of the operator describing the underlying set of the normal cone is verified. Under strong monotonicity assumptions, strong convergence for the sequence of generated iterates is proved. As a particular instance we consider a convex bilevel minimization problem including the sum of a non-smooth and a smooth function in the upper level and another smooth function in the lower level. We show that in this context weak non-ergodic and strong convergence can be also achieved under inf-compactness assumptions for the involved functions. 相似文献
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《Quaestiones Mathematicae》2013,36(8):1065-1078
AbstractIn this work, we introduce a generalized contraction proximal point algorithm and use it to approximate common zeros of maximal monotone operators A and B in a real Hilbert space setting. The algorithm is a two step procedure that alternates the resolvents of these operators and uses general assumptions on the parameters involved. For particular cases, these relaxed parameters improve the convergence rate of the algorithm. A strong convergence result associated with the algorithm is proved under mild conditions on the parameters. Our main result improves and extends several results in the literature. 相似文献
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In this paper, an inexact proximal point algorithm concerned with the singularity of maximal monotone vector fields is introduced and studied on Hadamard manifolds, in which a relative error tolerance with squared summable error factors is considered. It is proved that the sequence generated by the proposed method is convergent to a solution of the problem. Moreover, an application to the optimization problem on Hadamard manifolds is given. The main results presented in this paper generalize and improve some corresponding known results given in the literature. 相似文献
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Paul-Emile Maingé 《Journal of Global Optimization》2009,45(4):631-644
This paper deals with the convergence analysis of a second order proximal method for approaching critical points of a smooth
and quasiconvex objective function defined on a real Hilbert space. The considered method, well-known in the convex case,
unifies proximal method, relaxation and inertial-type extrapolation. The convergence theorems established in this new setting
improve recent ones. 相似文献
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We introduce a penalty term-based splitting algorithm with inertial effects designed for solving monotone inclusion problems involving the sum of maximally monotone operators and the convex normal cone to the (nonempty) set of zeros of a monotone and Lipschitz continuous operator. We show weak ergodic convergence of the generated sequence of iterates to a solution of the monotone inclusion problem, provided a condition expressed via the Fitzpatrick function of the operator describing the underlying set of the normal cone is verified. Under strong monotonicity assumptions we can even show strong nonergodic convergence of the iterates. This approach constitutes the starting point for investigating from a similar perspective monotone inclusion problems involving linear compositions of parallel-sum operators and, further, for the minimization of a complexly structured convex objective function subject to the set of minima of another convex and differentiable function. 相似文献
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Numerical Algorithms - In this article, we introduce a new type of split monotone Yosida inclusion problem in the setting of infinite-dimensional Hilbert spaces. To calculate the approximate... 相似文献