12,046 research outputs found
On the Convex Feasibility Problem
The convergence of the projection algorithm for solving the convex
feasibility problem for a family of closed convex sets, is in connection with
the regularity properties of the family. In the paper [18] are pointed out four
cases of such a family depending of the two characteristics: the emptiness and
boudedness of the intersection of the family. The case four (the interior of
the intersection is empty and the intersection itself is bounded) is unsolved.
In this paper we give a (partial) answer for the case four: in the case of two
closed convex sets in R3 the regularity property holds.Comment: 14 pages, exposed on 5th International Conference "Actualities and
Perspectives on Hardware and Software" - APHS2009, Timisoara, Romani
Improved analysis of algorithms based on supporting halfspaces and quadratic programming for the convex intersection and feasibility problems
This paper improves the algorithms based on supporting halfspaces and
quadratic programming for convex set intersection problems in our earlier paper
in several directions. First, we give conditions so that much smaller quadratic
programs (QPs) and approximate projections arising from partially solving the
QPs are sufficient for multiple-term superlinear convergence for nonsmooth
problems. Second, we identify additional regularity, which we call the second
order supporting hyperplane property (SOSH), that gives multiple-term quadratic
convergence. Third, we show that these fast convergence results carry over for
the convex inequality problem. Fourth, we show that infeasibility can be
detected in finitely many operations. Lastly, we explain how we can use the
dual active set QP algorithm of Goldfarb and Idnani to get useful iterates by
solving the QPs partially, overcoming the problem of solving large QPs in our
algorithms.Comment: 27 pages, 2 figure
Zero-Convex Functions, Perturbation Resilience, and Subgradient Projections for Feasibility-Seeking Methods
The convex feasibility problem (CFP) is at the core of the modeling of many
problems in various areas of science. Subgradient projection methods are
important tools for solving the CFP because they enable the use of subgradient
calculations instead of orthogonal projections onto the individual sets of the
problem. Working in a real Hilbert space, we show that the sequential
subgradient projection method is perturbation resilient. By this we mean that
under appropriate conditions the sequence generated by the method converges
weakly, and sometimes also strongly, to a point in the intersection of the
given subsets of the feasibility problem, despite certain perturbations which
are allowed in each iterative step. Unlike previous works on solving the convex
feasibility problem, the involved functions, which induce the feasibility
problem's subsets, need not be convex. Instead, we allow them to belong to a
wider and richer class of functions satisfying a weaker condition, that we call
"zero-convexity". This class, which is introduced and discussed here, holds a
promise to solve optimization problems in various areas, especially in
non-smooth and non-convex optimization. The relevance of this study to
approximate minimization and to the recent superiorization methodology for
constrained optimization is explained.Comment: Mathematical Programming Series A, accepted for publicatio
New Douglas-Rachford algorithmic structures and their convergence analyses
In this paper we study new algorithmic structures with Douglas- Rachford (DR)
operators to solve convex feasibility problems. We propose to embed the basic
two-set-DR algorithmic operator into the String-Averaging Projections (SAP) and
into the Block-Iterative Pro- jection (BIP) algorithmic structures, thereby
creating new DR algo- rithmic schemes that include the recently proposed cyclic
Douglas- Rachford algorithm and the averaged DR algorithm as special cases. We
further propose and investigate a new multiple-set-DR algorithmic operator.
Convergence of all these algorithmic schemes is studied by using properties of
strongly quasi-nonexpansive operators and firmly nonexpansive operators.Comment: SIAM Journal on Optimization, accepted for publicatio
Bounded perturbation resilience of projected scaled gradient methods
We investigate projected scaled gradient (PSG) methods for convex
minimization problems. These methods perform a descent step along a diagonally
scaled gradient direction followed by a feasibility regaining step via
orthogonal projection onto the constraint set. This constitutes a generalized
algorithmic structure that encompasses as special cases the gradient projection
method, the projected Newton method, the projected Landweber-type methods and
the generalized Expectation-Maximization (EM)-type methods. We prove the
convergence of the PSG methods in the presence of bounded perturbations. This
resilience to bounded perturbations is relevant to the ability to apply the
recently developed superiorization methodology to PSG methods, in particular to
the EM algorithm.Comment: Computational Optimization and Applications, accepted for publicatio
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