The expected retraction method in Banach spaces
Banach spaceBochner integralexpected retraction methodfixed pointrelaxationstochastic convex feasibilitysunny nonexpansive retraction
Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Fixed-point theorems (47H10) Particular nonlinear operators (superposition, Hammerstein, Nemytski?, Uryson, etc.) (47H30) Iterative procedures involving nonlinear operators (47J25) Nonlinear programming (90C30)
Let \(X\) be a separable Banach space and \((\Omega, {\mathcal A}, \mu)\) be a complete probability space. Let \(Q : \Omega \to 2^X\) be a measurable mapping such that, for each \(\omega \in \Omega\), the set \(Q(\omega)\) is a nonempty, closed and convex subset of \(X\). The stochastic convex feasibility problem (SCFP) is to find a point \(z \in X\) such that \(\mu\{\omega \in \Omega : z \in Q(\omega)\} = 1\). The solution of this problem is discussed by applying the so-called Expected Retraction Method. The definitions and the details are too involved to be quoted here.NEWLINENEWLINEFor the entire collection see [Zbl 1241.00017].
- Generic convergence of algorithms for solving stochastic feasibility problems
- Solving stochastic convex feasibility problems in hilbert spaces
- Nonlinear projections and generalized conditional expectations in Banach spaces
- Strong convergence of expected-projection methods in hilbert spaces
- Iterative approaches to convex feasibility problems in Banach spaces
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