A proximal point algorithm for finding a common zero of a finite family of maximal monotone operators in the presence of computational errors (Q448514): Difference between revisions
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Property / author: Zaslavski, Alexander J. / rank | |||
Property / review text | |||
The author applies the proximal point algorithm in order to obtain a good approximation of a point which is a common zero of a finite family of maximal monotone operators and a common fixed point of a finite family of nonexpansive operators. For the finite set \(\mathcal{L}_1\) of maximal monotone operators \(T: X \rightarrow 2^X\) and for a finite set \(\mathcal{L}_2\) of mappings \(T: X \rightarrow X\) (here it is supposed that the set \(\mathcal{L}_1 \cup \mathcal{L}_2\) is nonempty and that one of the sets \(\mathcal{L}_1\) or \(\mathcal{L}_2\) may be empty) the author supposes that \(F(T) \neq 0\) for any \( T \in \mathcal{L}_1 (F(T)= \{z\in X: 0 \in T(z)\})\). The set of all mappings \(S: \{0,1,2,\dots\} \rightarrow \mathcal{L}_2 \cup \{P_{C,T}: T \in \mathcal{L}_1 . c \in [\overline{\lambda}, \infty)\} \) with the properties: for each integer \(p \geq 0\) and each \(T \in \mathcal{L}_2\) there is \(i \in \{p \dots p+l-1\}\) for which \(S(i)=T\), and for each integer \(p \geq 0 \) and each \(T \in \mathcal{L}_1\) there exists \(i \in \{p \dots p+l-1\}\) and \(c \geq \overline{\lambda}\) such that \(S(i)=P_{C.T}\), is introduced. Main result: The author studies the behaviour of the sequences generated by \(S \in \mathcal{R}\) taking into account computational errors which are always present in practice. Namely, in practice the algorithm associated with \(S \in \mathcal{R}\) generates a sequence \(\{x_K\}^\infty_{K=0}\) such that for each integer \(K \geq 0\) \( \|x_{K+1}- [s(K)](x_K)\| \leq \delta\) with a constant \(\delta > 0\) which depends only on the computer system. The goal of this paper is to understand what subset of \(x\) attracts all sequences \(\{x_K\}^\infty_{K=0}\) generated by algorithms associated with \(S \in \mathcal{R}\). Further, the main goal is also, for a given \(\varepsilon >0\), to find a point \( x \in \widetilde{F}_\varepsilon\) considered as an \(\varepsilon\)-approximate solution associated with the family of operators \(\mathcal{L}_1 \cup \mathcal{L}_2\). The author shows that an \(\varepsilon\)-approximate solution can be obtained after \(l(n_0-1)\) iterations of the algorithm associated with \(S \in \mathcal{R}\) and under the presence of computational errors bounded from above by a constant \(\delta\), where \(\delta\) and \(n_0\) are constants depending on \(\varepsilon\). | |||
Property / review text: The author applies the proximal point algorithm in order to obtain a good approximation of a point which is a common zero of a finite family of maximal monotone operators and a common fixed point of a finite family of nonexpansive operators. For the finite set \(\mathcal{L}_1\) of maximal monotone operators \(T: X \rightarrow 2^X\) and for a finite set \(\mathcal{L}_2\) of mappings \(T: X \rightarrow X\) (here it is supposed that the set \(\mathcal{L}_1 \cup \mathcal{L}_2\) is nonempty and that one of the sets \(\mathcal{L}_1\) or \(\mathcal{L}_2\) may be empty) the author supposes that \(F(T) \neq 0\) for any \( T \in \mathcal{L}_1 (F(T)= \{z\in X: 0 \in T(z)\})\). The set of all mappings \(S: \{0,1,2,\dots\} \rightarrow \mathcal{L}_2 \cup \{P_{C,T}: T \in \mathcal{L}_1 . c \in [\overline{\lambda}, \infty)\} \) with the properties: for each integer \(p \geq 0\) and each \(T \in \mathcal{L}_2\) there is \(i \in \{p \dots p+l-1\}\) for which \(S(i)=T\), and for each integer \(p \geq 0 \) and each \(T \in \mathcal{L}_1\) there exists \(i \in \{p \dots p+l-1\}\) and \(c \geq \overline{\lambda}\) such that \(S(i)=P_{C.T}\), is introduced. Main result: The author studies the behaviour of the sequences generated by \(S \in \mathcal{R}\) taking into account computational errors which are always present in practice. Namely, in practice the algorithm associated with \(S \in \mathcal{R}\) generates a sequence \(\{x_K\}^\infty_{K=0}\) such that for each integer \(K \geq 0\) \( \|x_{K+1}- [s(K)](x_K)\| \leq \delta\) with a constant \(\delta > 0\) which depends only on the computer system. The goal of this paper is to understand what subset of \(x\) attracts all sequences \(\{x_K\}^\infty_{K=0}\) generated by algorithms associated with \(S \in \mathcal{R}\). Further, the main goal is also, for a given \(\varepsilon >0\), to find a point \( x \in \widetilde{F}_\varepsilon\) considered as an \(\varepsilon\)-approximate solution associated with the family of operators \(\mathcal{L}_1 \cup \mathcal{L}_2\). The author shows that an \(\varepsilon\)-approximate solution can be obtained after \(l(n_0-1)\) iterations of the algorithm associated with \(S \in \mathcal{R}\) and under the presence of computational errors bounded from above by a constant \(\delta\), where \(\delta\) and \(n_0\) are constants depending on \(\varepsilon\). / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Jan Lovíšek / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65K15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49J40 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6078522 / rank | |||
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Property / zbMATH Keywords | |||
computational error | |||
Property / zbMATH Keywords: computational error / rank | |||
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Property / zbMATH Keywords | |||
proximal point method | |||
Property / zbMATH Keywords: proximal point method / rank | |||
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Property / zbMATH Keywords | |||
maximal monotone operator | |||
Property / zbMATH Keywords: maximal monotone operator / rank | |||
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Property / zbMATH Keywords | |||
proximal point algorithm | |||
Property / zbMATH Keywords: proximal point algorithm / rank | |||
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Property / zbMATH Keywords | |||
uniform convergence | |||
Property / zbMATH Keywords: uniform convergence / rank | |||
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Property / zbMATH Keywords | |||
finite dimensional space | |||
Property / zbMATH Keywords: finite dimensional space / rank | |||
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nonexpansive operator | |||
Property / zbMATH Keywords: nonexpansive operator / rank | |||
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Property / zbMATH Keywords | |||
variational inequality | |||
Property / zbMATH Keywords: variational inequality / rank | |||
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Property / author | |||
Property / author: Zaslavski, Alexander J. / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.na.2012.06.015 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2086259278 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 16:23, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | A proximal point algorithm for finding a common zero of a finite family of maximal monotone operators in the presence of computational errors |
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Statements
A proximal point algorithm for finding a common zero of a finite family of maximal monotone operators in the presence of computational errors (English)
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6 September 2012
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The author applies the proximal point algorithm in order to obtain a good approximation of a point which is a common zero of a finite family of maximal monotone operators and a common fixed point of a finite family of nonexpansive operators. For the finite set \(\mathcal{L}_1\) of maximal monotone operators \(T: X \rightarrow 2^X\) and for a finite set \(\mathcal{L}_2\) of mappings \(T: X \rightarrow X\) (here it is supposed that the set \(\mathcal{L}_1 \cup \mathcal{L}_2\) is nonempty and that one of the sets \(\mathcal{L}_1\) or \(\mathcal{L}_2\) may be empty) the author supposes that \(F(T) \neq 0\) for any \( T \in \mathcal{L}_1 (F(T)= \{z\in X: 0 \in T(z)\})\). The set of all mappings \(S: \{0,1,2,\dots\} \rightarrow \mathcal{L}_2 \cup \{P_{C,T}: T \in \mathcal{L}_1 . c \in [\overline{\lambda}, \infty)\} \) with the properties: for each integer \(p \geq 0\) and each \(T \in \mathcal{L}_2\) there is \(i \in \{p \dots p+l-1\}\) for which \(S(i)=T\), and for each integer \(p \geq 0 \) and each \(T \in \mathcal{L}_1\) there exists \(i \in \{p \dots p+l-1\}\) and \(c \geq \overline{\lambda}\) such that \(S(i)=P_{C.T}\), is introduced. Main result: The author studies the behaviour of the sequences generated by \(S \in \mathcal{R}\) taking into account computational errors which are always present in practice. Namely, in practice the algorithm associated with \(S \in \mathcal{R}\) generates a sequence \(\{x_K\}^\infty_{K=0}\) such that for each integer \(K \geq 0\) \( \|x_{K+1}- [s(K)](x_K)\| \leq \delta\) with a constant \(\delta > 0\) which depends only on the computer system. The goal of this paper is to understand what subset of \(x\) attracts all sequences \(\{x_K\}^\infty_{K=0}\) generated by algorithms associated with \(S \in \mathcal{R}\). Further, the main goal is also, for a given \(\varepsilon >0\), to find a point \( x \in \widetilde{F}_\varepsilon\) considered as an \(\varepsilon\)-approximate solution associated with the family of operators \(\mathcal{L}_1 \cup \mathcal{L}_2\). The author shows that an \(\varepsilon\)-approximate solution can be obtained after \(l(n_0-1)\) iterations of the algorithm associated with \(S \in \mathcal{R}\) and under the presence of computational errors bounded from above by a constant \(\delta\), where \(\delta\) and \(n_0\) are constants depending on \(\varepsilon\).
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computational error
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proximal point method
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maximal monotone operator
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proximal point algorithm
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uniform convergence
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finite dimensional space
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nonexpansive operator
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variational inequality
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