Abstract
In this paper, we first study in a Hilbertian framework the weak convergence of a general Gradient Projection Algorithm for minimizing a convex function of class (Formula presented.) over a convex constraint set. The way of selecting the stepsizes corresponds to the one used by López et al. for the particular case of the Split Feasibility Problem. This choice allows us to avoid the computation of operator norms. Afterwards, a relaxed version of the Gradient Projection Algorithm is considered where the feasible set is approximated by half-spaces making the projections explicit. Finally, to get the strong convergence, each step of the general Gradient Projection Method is combined with a viscosity step. This is done by adapting Halpern’s algorithm to our problem. The general scheme is then applied to the Split Equality Problem, and also to the Split Feasibility Problem.
Original language | English |
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Pages (from-to) | 2321-2341 |
Number of pages | 21 |
Journal | Optimization |
Volume | 64 |
Issue number | 11 |
DOIs | |
Publication status | Published - 2 Nov 2015 |
Keywords
- gradient projection method
- relaxed algorithms
- split equality problem
- split feasibility problem
- strong convergence