Regularized gradient-projection methods for finding the minimum-norm solution of the constrained convex minimization problem

被引:0
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作者
Ming Tian
Hui-Fang Zhang
机构
[1] Civil Aviation University of China,College of Science
[2] Civil Aviation University of China,Tianjin Key Laboratory for Advanced Signal Processing
关键词
regularized gradient-projection method; minimum-norm; the constrained convex minimization problem; variational inequality; 58E35; 47H09; 65J15;
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摘要
Let H be a real Hilbert space and C be a nonempty closed convex subset of H. Assume that g is a real-valued convex function and the gradient ∇g is 1L\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\frac{1}{L}$\end{document}-ism with L>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$L>0$\end{document}. Let 0<λ<2L+2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$0<\lambda <\frac{2}{L+2}$\end{document}, 0<βn<1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$0<\beta_{n}<1$\end{document}. We prove that the sequence {xn}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\{x_{n}\} $\end{document} generated by the iterative algorithm xn+1=PC(I−λ(∇g+βnI))xn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$x_{n+1}=P_{C}(I-\lambda(\nabla g+\beta_{n}I))x_{n}$\end{document}, ∀n≥0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\forall n\geq0$\end{document} converges strongly to q∈U\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$q\in U$\end{document}, where q=PU(0)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$q=P_{U}(0)$\end{document} is the minimum-norm solution of the constrained convex minimization problem, which also solves the variational inequality 〈−q,p−q〉≤0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\langle-q, p-q\rangle\leq0$\end{document}, ∀p∈U\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\forall p\in U$\end{document}. Under suitable conditions, we obtain some strong convergence theorems. As an application, we apply our algorithm to solving the split feasibility problem in Hilbert spaces.
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