Variable metric quasi-Fejér monotonicity

作者: Patrick L Combettes , Bằng C Vũ , None

DOI: 10.1016/J.NA.2012.09.008

关键词: Convex optimizationProximal Gradient MethodsConvex metric spaceNorm (mathematics)Monotonic functionInjective metric spaceIntrinsic metricMathematicsMathematical optimizationLandweber iteration

摘要: The notion of quasi-Fejer monotonicity has proven to be an efficient tool simplify and unify the convergence analysis various algorithms arising in applied nonlinear analysis. In this paper, we extend context variable metric algorithms, whereby underlying norm is allowed vary at each iteration. Applications convex optimization inverse problems are demonstrated.

参考文章(32)
Patrick L. Combettes, Heinz H. Bauschke, Convex Analysis and Monotone Operator Theory in Hilbert Spaces ,(2011)
Boris T Poljak, Introduction to optimization Optimization Software, Publications Division. ,(1987)
Konrad Knopp, Infinite sequences and series ,(1956)
Patrick L. Combettes, Quasi-Fejérian Analysis of Some Optimization Algorithms Studies in Computational Mathematics. ,vol. 8, pp. 115- 152 ,(2001) , 10.1016/S1570-579X(01)80010-0
Patrick L. Combettes, Jean-Christophe Pesquet, Proximal Thresholding Algorithm for Minimization over Orthonormal Bases Siam Journal on Optimization. ,vol. 18, pp. 1351- 1376 ,(2007) , 10.1137/060669498
J. V. Burke, Maijian Qian, A Variable Metric Proximal Point Algorithm for Monotone Operators Siam Journal on Control and Optimization. ,vol. 37, pp. 353- 375 ,(1999) , 10.1137/S0363012992235547
Felix E. Browder, Convergence theorems for sequences of nonlinear operators in Banach spaces Mathematische Zeitschrift. ,vol. 100, pp. 201- 225 ,(1967) , 10.1007/BF01109805