Fejér processes with diminishing disturbances (Q1048512): Difference between revisions

Consider a finite family \(\mathcal{F}\) of Fejér operators with respect to a compact subset \(V\) of a finite-dimensional Euclidean space \(E\), which are continuous on an open extension of \(V\). Given a point \(x^0 \in E\) and a sequence of points \(\{z^s\}\) converging to zero in \(E\), the author investigates Fejér processes with disturbances of type \[ x^{s+1}=F_s(x^s+z^s), \quad s \in\{0,1,2,\dots\}, \] where, for each \(s\), the operator \(F_s \in \mathcal{F}\) is assumed to be locally strongly Fejér at \(x^s\), i.e., there exists a neighborhood \(U\) of zero and an attraction coefficient \(\alpha <1\) such that \(\|F_s(y)-v\| \leq \alpha \|y-v\|\) for all \(v \in V\) and \(y \in x^s+U\). In particular, it is shown that, whenever the sequence \(\{x^s\}\) is bounded, its limit points belong to \(V\). Moreover, some special classes of disturbances \(\{z^s\}\) are presented for which one can ensure that all limit points of \(\{x^s\}\) belong to a certain subset \(Z\) of \(V\). These results are then applied to convex optimization problems of the type \(\min \{f(x) \mid x \in V\}\), where the feasible set can be expressed as an intersection of convex constraint sets, \(V=\bigcap_{i=1,N}V_i\). In this case, the operators \(F_s\) involved in the Fejér process actually are projectors onto certain constraint sets \(V_{i_s}\), while disturbances are defined as \(z_s = -\lambda_s g^s\), where \(g_s \in \partial f(x^s)\), \(\lambda_s \rightarrow +0\) and \(\sum_{s=0}^\infty \lambda_s = \infty\).