In this paper we prove well-definedness and weak convergence of the generalized proximalpoint method when applied to the variational inequality problem in reflexive Banach spaces. The proximal version we consider mak...
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In this paper we prove well-definedness and weak convergence of the generalized proximalpoint method when applied to the variational inequality problem in reflexive Banach spaces. The proximal version we consider makes use of Bregman functions, whose original definition for finite dimensional spaces has here been properly extended to our more general framework.
In this paper, we introduce a new modified proximal point algorithm for nonexpansive mappings in non-positive curvature metric spaces and also we prove the sequence generated by the proposed algorithms converges to a ...
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In this paper, we introduce a new modified proximal point algorithm for nonexpansive mappings in non-positive curvature metric spaces and also we prove the sequence generated by the proposed algorithms converges to a common solution between minimization problem and fixed point problem. Moreover, we give some numerical examples to illustrate our main results, that is, our algorithm is more efficient than the algorithm of Cholamjiak et al. and others.
We present a proximalpoint method to solve multiobjective programming problems based on the scalarization for maps. We build a family of convex scalar strict representations of a convex map F from R(n) to R(m) with r...
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We present a proximalpoint method to solve multiobjective programming problems based on the scalarization for maps. We build a family of convex scalar strict representations of a convex map F from R(n) to R(m) with respect to the lexicographic order on R(m) and we add a variant of the logarithmic-quadratic regularization of Auslender, where the unconstrained variables in the domain of F are introduced in the quadratic term. The nonegative variables employed in the scalarization are placed in the logarithmic term. We show that the central trajectory of the scalarized problem is bounded and converges to a weak pareto solution of the multiobjective optimization problem.
We consider a generalized version of the proximal point algorithm for solving the perturbed inclusion yaT(x), where y is a perturbation element near 0 and T is a set-valued mapping acting from a Banach space X to a Ba...
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We consider a generalized version of the proximal point algorithm for solving the perturbed inclusion yaT(x), where y is a perturbation element near 0 and T is a set-valued mapping acting from a Banach space X to a Banach space Y which is metrically regular around some point in its graph. We study the behavior of the convergent iterates generated by the algorithm and we prove that they inherit the regularity properties of T, and vice versa. We analyze the cases when the mapping T is metrically regular and strongly regular.
In this paper, we concentrate on the maximal inclusion problem of locating the zeros of the sum of maximal monotone operators in the framework of proximalpoint method. Such problems arise widely in several applied ma...
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In this paper, we concentrate on the maximal inclusion problem of locating the zeros of the sum of maximal monotone operators in the framework of proximalpoint method. Such problems arise widely in several applied mathematical fields such as signal and image processing. We define two new maximal monotone operators and characterize the solutions of the considered problem via the zeros of the new operators. The maximal monotonicity and resolvent of both of the defined operators are proved and calculated, respectively. The traditional proximal point algorithm can be therefore applied to the considered maximal inclusion problem, and the convergence is ensured. Furthermore, by exploring the relationship between the proposed method and the generalized forward-backward splitting algorithm, we point out that this algorithm is essentially the proximal point algorithm when the operator corresponding to the forward step is the zero operator. Copyright (c) 2013 John Wiley & Sons, Ltd.
Recently, Hundal has constructed a hyperplane H, a cone K, and a starting point y(0) in l(2) such that the sequence of alternating projections ((PKPH)(n)y(0))nepsilonN converges weakly to some point in H boolean AND K...
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Recently, Hundal has constructed a hyperplane H, a cone K, and a starting point y(0) in l(2) such that the sequence of alternating projections ((PKPH)(n)y(0))nepsilonN converges weakly to some point in H boolean AND K, but not in norm. We show how this construction results in a counterexample to norm convergence for iterates of averaged projections;hence, we give an affirmative answer to a question raised by Reich two decades ago. Furthermore, new counterexamples to norm convergence for iterates of firmly nonexpansive maps (a la Genel and Lindenstrauss) and for the proximal point algorithm (a la Guler) are provided. We also present a counterexample, along with some weak and norm convergence results, for the new framework of string-averaging projection methods introduced by Censor et at. Extensions to Banach spaces and the situation for the Hilbert ball are discussed as well. (C) 2003 Elsevier Ltd. All rights reserved.
We study preconditioned algorithms of alternating direction method of multipliers type for nonsmooth optimization problems. The alternating direction method of multipliers is a popular first-order method for general c...
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We study preconditioned algorithms of alternating direction method of multipliers type for nonsmooth optimization problems. The alternating direction method of multipliers is a popular first-order method for general constrained optimization problems. However, one of its drawbacks is the need to solve implicit subproblems. In various applications, these subproblems are either easily solvable or linear, but nevertheless challenging. We derive a preconditioned version that allows for flexible and efficient preconditioning for these linear subproblems. The original and preconditioned version is written as a new kind of proximalpoint method for the primal problem, and the weak (strong) convergence in infinite (finite) dimensional Hilbert spaces is proved. Various efficient preconditioners with any number of inner iterations may be used in this preconditioned framework. Furthermore, connections between the preconditioned version and the recently introduced preconditioned Douglas-Rachford method for general nonsmooth problems involving quadratic-linear terms are established. The methods are applied to total variation denoising problems, and their benefits are shown in numerical experiments.
This paper focuses on the proximalpoint regularization technique for a class of optimal control processes governed by affine switched systems. We consider switched control systems described by nonlinear ordinary diff...
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This paper focuses on the proximalpoint regularization technique for a class of optimal control processes governed by affine switched systems. We consider switched control systems described by nonlinear ordinary differential equations which are affine in the input. The affine structure of the dynamical models under consideration makes it possible to establish some continuity/approximability properties and to specify these models as convex control systems. We show that, for some classes of cost functionals, the associated optimal control problem (OCP) corresponds to a conventional convex optimization problem in a suitable Hilbert space. The latter can be reliably solved using standard first-order optimization algorithms and consistent regularization schemes. In particular, we propose a conceptual numerical approach based on the gradient-type method and classic proximalpoint techniques.
We introduce a regularized equilibrium problem in Banach spaces, involving generalized Received 14 April 2012 Bregman functions. For this regularized problem, we establish the existence and Accepted 20 July 2012 uniqu...
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We introduce a regularized equilibrium problem in Banach spaces, involving generalized Received 14 April 2012 Bregman functions. For this regularized problem, we establish the existence and Accepted 20 July 2012 uniqueness of solutions. These regularizations yield a proximal-like method for solving equilibrium problems in Banach spaces. We prove that the proximal sequence is an asymptotically solving sequence when the dual space is uniformly convex. Moreover, we MSC: prove that all weak accumulation points are solutions if the equilibrium function is lower semicontinuous in its first variable. We prove, under additional assumptions, that the proximal sequence converges weakly to a solution. (C) 2012 Elsevier Ltd. All rights reserved.
Some fundamental properties of resolvents of monotone operators in Banach spaces are investigated. Using them, we study the asymptotic behavior of the sequences generated by two modifications of the proximalpoint alg...
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Some fundamental properties of resolvents of monotone operators in Banach spaces are investigated. Using them, we study the asymptotic behavior of the sequences generated by two modifications of the proximal point algorithm for monotone operators satisfying a range condition defined in Banach spaces.
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