Convergence and stability of a regularization method for maximal monotone inclusions and its applications to convex optimization

被引:0
|
作者
Alber, YI [1 ]
Butnariu, D [1 ]
Kassay, G [1 ]
机构
[1] Technion Israel Inst Technol, Fac Math, Haifa, Israel
来源
VARIATIONAL ANALYSIS AND APPLICATIONS | 2005年 / 79卷
关键词
maximal monotone inclusion; Mosco convergence of sets; regularization method; convex optimization problem; generalized proximal point method for optimization;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we study the stability and convergence of a regularization method for solving inclusions f is an element of Ax, where A is a maximal monotone point-to-set operator from a reflexive smooth Banach space X with the Kadec-Klee property to its dual. We assume that the data A and f involved in the inclusion are given by approximations A(k) and f(k) converging to A and f, respectively, in the sense of Mosco type topologies. We prove that the sequence x(k) = (A(k) + alpha(k)J(mu))(-1)f(k) which results from the regularization process converges weakly and, under some conditions, converges strongly to the minimum norm solution of the inclusion f is an element of Ax, provided that the inclusion is consistent. These results lead to a regularization procedure for perturbed convex optimization problems whose objective functions and feasibility sets are given by approximations. In particular, we obtain a strongly convergent version of the generalized proximal point optimization algorithm which is applicable to problems whose feasibility sets are given by Mosco approximations.
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页码:89 / 132
页数:44
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