A characterization of the set of fixed points of some smoothed operators (Q1208259): Difference between revisions
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Latest revision as of 16:12, 17 May 2024
scientific article
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English | A characterization of the set of fixed points of some smoothed operators |
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A characterization of the set of fixed points of some smoothed operators (English)
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16 May 1993
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The authors study an iterative algorithm of the form \(x^ 0\in\mathbb{R}^ n\), \(x^{k+1}=T(x^ k)\), with \(T:\mathbb{R}^ n\to \mathbb{R}^ n\) of the form \(T(x)=SQ(x)\) where \(S\in\mathbb{R}^{n\times n}\) is a symmetric, stochastic matrix without zeros in the diagonal, and \(Q: \mathbb{R}^ n\to\mathbb{R}^ n\) is continuous and satisfies some special conditions. The paper presents some characterizations of the fixed point set of \(T\). For example it is proved that if \(T(x)=S\overline {P}(x)\), \(\overline {P}(x)=(1-\alpha)x+\alpha \sum_{i=1}^ m \lambda_ i P_ i(x)\) where \(P_ i\) are orthogonal projections onto some closed subsets in \(\mathbb{R}^ n\), \(\alpha\in]0,2[\), \(\sum_{i=1}^ m \lambda_ i=1\) and \(f(x)=\sum_{i=1}^ m \lambda_ i \| x-P_ i(x)\|^ 2+ (1/\alpha) x^ T(S^{-1}-I)x\), then \(f(T(x))\leq f(x)-((2- \alpha)/\alpha) \| T(x)-x\|^ 2\) for all \(x\in\mathbb{R}^ n\).
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smoothed operators
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stochastic matrix
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orthogonal projections
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iterative algorithm
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fixed point set
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