3,040 research outputs found
Bounded perturbation resilience of extragradient-type methods and their applications
In this paper we study the bounded perturbation resilience of the
extragradient and the subgradient extragradient methods for solving variational
inequality (VI) problem in real Hilbert spaces. This is an important property
of algorithms which guarantees the convergence of the scheme under summable
errors, meaning that an inexact version of the methods can also be considered.
Moreover, once an algorithm is proved to be bounded perturbation resilience,
superiorizion can be used, and this allows flexibility in choosing the bounded
perturbations in order to obtain a superior solution, as well explained in the
paper. We also discuss some inertial extragradient methods. Under mild and
standard assumptions of monotonicity and Lipschitz continuity of the VI's
associated mapping, convergence of the perturbed extragradient and subgradient
extragradient methods is proved. In addition we show that the perturbed
algorithms converges at the rate of . Numerical illustrations are given
to demonstrate the performances of the algorithms.Comment: Accepted for publication in The Journal of Inequalities and
Applications. arXiv admin note: text overlap with arXiv:1711.01936 and text
overlap with arXiv:1507.07302 by other author
Generalized Forward-Backward Splitting
This paper introduces the generalized forward-backward splitting algorithm
for minimizing convex functions of the form , where
has a Lipschitz-continuous gradient and the 's are simple in the sense
that their Moreau proximity operators are easy to compute. While the
forward-backward algorithm cannot deal with more than non-smooth
function, our method generalizes it to the case of arbitrary . Our method
makes an explicit use of the regularity of in the forward step, and the
proximity operators of the 's are applied in parallel in the backward
step. This allows the generalized forward backward to efficiently address an
important class of convex problems. We prove its convergence in infinite
dimension, and its robustness to errors on the computation of the proximity
operators and of the gradient of . Examples on inverse problems in imaging
demonstrate the advantage of the proposed methods in comparison to other
splitting algorithms.Comment: 24 pages, 4 figure
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