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

Radu Ioan Bot (Corresponding author), Ernö Robert Csetnek, Dennis Meier

Publications: Contribution to journalArticlePeer Reviewed

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.

Original languageEnglish
Pages (from-to)489-514
Number of pages26
JournalOptimization Methods and Software
Volume34
Issue number3
Early online date10 Apr 2018
DOIs
Publication statusPublished - 2019

Austrian Fields of Science 2012

  • 101014 Numerical mathematics
  • 101016 Optimisation

Keywords

  • APPROXIMATION
  • Douglas-Rachford algorithm
  • MINIMIZATION
  • MONOTONE INCLUSIONS
  • SET
  • Tikhonov regularization
  • fixed points of nonexpansive mappings
  • forward-backward algorithm
  • primal-dual algorithm
  • splitting methods
  • forward–backward algorithm
  • primal–dual algorithm
  • Douglas–Rachford algorithm

Fingerprint

Dive into the research topics of 'Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces'. Together they form a unique fingerprint.

Cite this