Line search fixed point algorithms based on nonlinear conjugate gradient directions: application to constrained smooth convex optimization
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Publication:737229
DOI10.1186/S13663-016-0567-7zbMATH Open1342.47087arXiv1509.05605OpenAlexW2190814664WikidataQ59470425 ScholiaQ59470425MaRDI QIDQ737229FDOQ737229
Authors: Hideaki Iiduka 
Publication date: 9 August 2016
Published in: Fixed Point Theory and Applications (Search for Journal in Brave)
Abstract: This paper considers the fixed point problem for a nonexpansive mapping on a real Hilbert space and proposes novel line search fixed point algorithms to accelerate the search. The termination conditions for the line search are based on the well-known Wolfe conditions that are used to ensure the convergence and stability of unconstrained optimization algorithms. The directions to search for fixed points are generated by using the ideas of the steepest descent direction and conventional nonlinear conjugate gradient directions for unconstrained optimization. We perform convergence as well as convergence rate analyses on the algorithms for solving the fixed point problem under certain assumptions. The main contribution of this paper is to make a concrete response to an issue of constrained smooth convex optimization; that is, whether or not we can devise nonlinear conjugate gradient algorithms to solve constrained smooth convex optimization problems. We show that the proposed fixed point algorithms include ones with nonlinear conjugate gradient directions which can solve constrained smooth convex optimization problems. To illustrate the practicality of the algorithms, we apply them to concrete constrained smooth convex optimization problems, such as constrained quadratic programming problems and generalized convex feasibility problems, and numerically compare them with previous algorithms based on the Krasnosel'skiui-Mann fixed point algorithm. The results show that the proposed algorithms dramatically reduce the running time and iterations needed to find optimal solutions to the concrete optimization problems compared with the previous algorithms.
Full work available at URL: https://arxiv.org/abs/1509.05605
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nonexpansive mappingfixed point problemnonlinear conjugate gradient methodsline search methodconstrained smooth convex optimizationgeneralized convex feasibility problemKrasnosel'skiĭ-Mann fixed point algorithm
Numerical mathematical programming methods (65K05) Convex programming (90C25) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)
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