Numerical Functional Analysis and Optimization · 1998 · 75 citations · 23 references
Natural SciencesComputer ScienceAlgorithmsOptimizationTheory Of ComputationConvex AnalysisConvex OptimizationOptimization TheoryQuadratic ProgrammingClosed SetsConvex SetsFixed Point AnalysisNonexpansive MappingsQuadratic OptimizationSelf-adjoint Operators
The problem of locating an optimal point in the intersection of fixed point sets of nonexpansive mappings frequently arises in mathematical science and engineering, and is addressed via a quadratic function on a Hilbert space defined by a strongly positive bounded self‑adjoint operator. The authors propose an algorithm that, for suitable scalar parameters, converges strongly to the unique minimizer of the quadratic function over the intersection of the fixed point sets of the mappings. The algorithm employs metric projections onto closed convex sets and iteratively updates using scalar parameters, avoiding special inner products dependent on the operator, to converge to the unique minimizer. The method generalizes classical results by Halpern, Lions, Wittmann, and Bauschke and remains applicable even when the fixed point sets are inconsistent.
Finding an optimal point in the intersection of the fixed point sets of a family of nonexpansive mappings is a frequent problem in various areas of mathematical science and engineering. Let be nonexpansive mappings on a Hilbert space H, and let be a quadratic function defined by for all , where is a strongly positive bounded self-adjoint linear operator. Then, for each sequence of scalar parameters (λn) satisfying certain conditions, we propose an algorithm that generates a sequence converting strongly to a unique minimizer u* of Θ over the intersection of the fixed point sets of all the Ti's. This generalizes some results of Halpern (1967), Lions (1977), Wittmann (1992), and Bauschke (1996). In particular, the minimization of Θ over the intersection of closed convex sets Ci can be handled by taking Ti to the metric projection onto Ci without introducing any special inner products that depends on A. We also propose an algorithm that generates a sequence converging to a unique minimizer of Θ over , where K is a given closed convex set and for positive weights . This is applicable to the inconsistent case as well.
23
On Projection Algorithms for Solving Convex Feasibility Problems
Heinz H. Bauschke, Jonathan M. Borwein · SIAM Review · 1996 · 1.7K citations
Computing, Mathematics, Algorithms +11
Fixed points of nonexpanding maps
Benjamin Halpern · Bulletin of the American Mathematical Society · 1967 · 1.1K citations · Full text
The foundations of set theoretic estimation
Patrick L. Combettes · Proceedings of the IEEE · 1993 · 638 citations