A general approximation method for a kind of convex optimization problems in Hilbert spaces (Q2336172)

Summary: The constrained convex minimization problem is to find a point \(x^*\) with the property that \(x^* \in C\), and \(h(x^*) = \mathrm{min}h(x), \forall x \in C\), where \(C\) is a nonempty, closed, and convex subset of a real Hilbert space \(H, h(x)\) is a real-valued convex function, and \(h(x)\) is not Fréchet differentiable, but lower semicontinuous. In this paper, we discuss an iterative algorithm which is different from traditional gradient-projection algorithms. We firstly construct a bifunction \(F_1(x, y)\) defined as \(F_1(x, y) = h(y) - h(x)\). And we ensure the equilibrium problem for \(F_1(x, y)\) equivalent to the above optimization problem. Then we use iterative methods for equilibrium problems to study the above optimization problem. Based on \textit{J. S. Jung}'s method [Fixed Point Theory Appl. 2011, Paper No. 24, 11 p. (2011; Zbl 1270.47059)], we propose a general approximation method and prove the strong convergence of our algorithm to a solution of the above optimization problem. In addition, we apply the proposed iterative algorithm for finding a solution of the split feasibility problem and establish the strong convergence theorem. The results of this paper extend and improve some existing results.