MODIFIED APPROXIMATE PROXIMAL POINT ALGORITHMS FOR FINDING ROOTS OF MAXIMAL MONOTONE OPERATORS

In order to find roots of maximal monotone operators, this paper introduces and studies the modified approximate proximal point algorithm with an error sequence {e k} such that || ek || \leqslant hk || xk - [(x)\tilde]k ||\left\| { e^k } \right\| \leqslant \eta _k \left\| { x^k - \tilde x^k } \right\| with ?k = 0￥ ( hk - 1 ) < + ￥\sum\limits_{k = 0}^\infty {\left( {\eta _k - 1} \right)} and infk \geqslant 0 hk = m\geqslant 1\mathop {\inf }\limits_{k \geqslant 0} \eta _k = \mu \geqslant 1 . Here, the restrictions on {η k} are very different from the ones on {η k}, given by He et al (Science in China Ser. A, 2002, 32 (11): 1026–1032.) that supk \geqslant 0 hk = v < 1\mathop {\sup }\limits_{k \geqslant 0} \eta _k = v . Moreover, the characteristic conditions of the convergence of the modified approximate proximal point algorithm are presented by virtue of the new technique very different from the ones given by He et al.

On the Convergence Rate of a Proximal Point Algorithm for Vector Function on Hadamard Manifolds

The proximal point algorithm has many interesting applications,such as signal recovery,signal processing and others.In recent years,the proximal point method has been extended to Riemannian manifolds.The main advantages of these extensions are that nonconvex problems in classic sense may become geodesic convex by introducing an appropriate Riemannian metric,constrained optimization problems may be seen as unconstrained ones.In this paper,we propose an inexact proximal point algorithm for geodesic convex vector function on Hadamard manifolds.Under the assumption that the objective function is coercive,the sequence generated by this algorithm converges to a Pareto critical point.When the objective function is coercive and strictly geodesic convex,the sequence generated by this algorithm converges to a Pareto optimal point.Furthermore,under the weaker growth condition,we prove that the inexact proximal point algorithm has linear/superlinear convergence rate.

On Over-Relaxed Proximal Point Algorithms for Generalized Nonlinear Operator Equation with (A,η,m)-Monotonicity Framework

In this paper, a new class of over-relaxed proximal point algorithms for solving nonlinear operator equations with (A,η,m)-monotonicity framework in Hilbert spaces is introduced and studied. Further, by using the generalized resolvent operator technique associated with the (A,η,m)-monotone operators, the approximation solvability of the operator equation problems and the convergence of iterative sequences generated by the algorithm are discussed. Our results improve and generalize the corresponding results in the literature.

On the Convergence Rate of an Inexact Proximal Point Algorithm for Quasiconvex Minimization on Hadamard Manifolds

In this paper,we present an analysis about the rate of convergence of an inexact proximal point algorithm to solve minimization problems for quasiconvex objective functions on Hadamard manifolds.We prove that under natural assumptions the sequence generated by the algorithm converges linearly or superlinearly to a critical point of the problem.

Comparison of two approximal proximal point algorithms for monotone variational inequalities

Proximal point algorithms (PPA) are attractive methods for solving monotone variational inequalities (MVI). Since solving the sub-problem exactly in each iteration is costly or sometimes impossible, various approximate versions of PPA (APPA) are developed for practical applications. In this paper, we compare two APPA methods, both of which can be viewed as predic- tion-correction methods. The only difference is that they use different search directions in the correction-step. By extending the general forward-backward splitting methods, we obtain Algorithm I; in the same way, Algorithm II is proposed by spreading the general extra-gradient methods. Our analysis explains theoretically why Algorithm II usually outperforms Algorithm I. For computation practice, we consider a class of MVI with a special structure, and choose the extending Algorithm II to implement, which is inspired by the idea of Gauss-Seidel iteration method making full use of information about the latest iteration. And in particular, self-adaptive techniques are adopted to adjust relevant parameters for faster convergence. Finally, some nu- merical experiments are reported on the separated MVI. Numerical results showed that the extending Algorithm II is feasible and easy to implement with relatively low computation load.

Proximal point algorithm for a new class of fuzzy set-valued variational inclusions with (H,η)-monotone mappings

We introduced a new class of fuzzy set-valued variational inclusions with (H,η)-monotone mappings. Using the resolvent operator method in Hilbert spaces, we suggested a new proximal point algorithm for finding approximate solutions, which strongly converge to the exact solution of a fuzzy set-valued variational inclusion with (H,η)-monotone. The results improved and generalized the general quasi-variational inclusions with fuzzy set-valued mappings proposed by Jin and Tian Jin MM, Perturbed proximal point algorithm for general quasi-variational inclusions with fuzzy set-valued mappings, OR Transactions, 2005, 9(3): 31-38, (In Chinese); Tian YX, Generalized nonlinear implicit quasi-variational inclusions with fuzzy mappings, Computers & Mathematics with Applications, 2001, 42: 101-108.

Approximate Customized Proximal Point Algorithms for Separable Convex Optimization

Proximal point algorithm(PPA)is a useful algorithm framework and has good convergence properties.Themain difficulty is that the subproblems usually only have iterative solutions.In this paper,we propose an inexact customized PPA framework for twoblock separable convex optimization problem with linear constraint.We design two types of inexact error criteria for the subproblems.The first one is absolutely summable error criterion,under which both subproblems can be solved inexactly.When one of the two subproblems is easily solved,we propose another novel error criterion which is easier to implement,namely relative error criterion.The relative error criterion only involves one parameter,which is more implementable.We establish the global convergence and sub-linear convergence rate in ergodic sense for the proposed algorithms.The numerical experiments on LASSO regression problems and total variation-based image denoising problem illustrate that our new algorithms outperform the corresponding exact algorithms.

On the Convergence Rate of a Class of Proximal-Based Decomposition Methods for Monotone Variational Inequalities

A unified efficient algorithm framework of proximal-based decomposition methods has been proposed for monotone variational inequalities in 2012,while only global convergence is proved at the same time.In this paper,we give a unified proof on theO(1/t)iteration complexity,together with the linear convergence rate for this kind of proximal-based decomposition methods.Besides theε-optimal iteration complexity result defined by variational inequality,the non-ergodic relative error of adjacent iteration points is also proved to decrease in the same order.Further,the linear convergence rate of this algorithm framework can be constructed based on some special variational inequality properties,without necessary strong monotone conditions.

A new approximate proximal point algorithm for maximal monotone operator

The problem concerned in this paper is the set-valued equation 0 ∈ T(z) where T is a maximal monotone operator. For given xk and βk ＞ 0, some existing approximate proximal point algorithms take xk+1 = xk such that xk +ek∈ xk + βkT(xk) and||ek|| ≤ηk||xk - xk||, where {ηk} is a non-negative summable sequence. Instead of xk+1 = xk, the new iterate of the proposing method is given by xk+1 = PΩ[xk - ek], where Ω is the domain of T and PΩ(@) denotes the projection on Ω. The convergence is proved under a significantly relaxed restriction supk＞0 ηk ＜ 1.

STRONG CONVERGENCE OF MONOTONE HYBRID METHOD FOR FIXED POINT ITERATION PROCESSES

K。Nakajo 和 W。在 2003 的 Takahashi 由在数学编程使用混合方法在 Hilbert 空格为单调操作符的零个点为非广泛的地图砰，非广泛的半组，和近似的点算法证明了强壮的集中定理。这篇论文的目的是修改 K 的混合重复方法。Nakajo 和 W。通过单调混血儿方法的 Takahashi，并且证明集中定理强壮。单调混血儿方法的重复过程的集中率比 K 的混合方法的重复过程的快。Nakajo 和 W。Takahashi。在在这篇文章的证明， Cauchy 顺序方法被用来避免 demiclosedness 原则和 Opial 的条件的使用。

一类求解迫近点的Bundle算法

利用建立在近似次梯度基础上的近似Bundle算法研究了迫近点的求解问题,并给出了一类算法及算法的收敛性定理.

一类Bundle型分解算法(英文)

给出一个修正的分解算法和一类Ｂｕｎｄｌｅ分解算法，并且证明了算法的全局收敛性和线性收敛速度．

一个新的BUNDLE近似点算法及其收敛性质

提出了一类修正的近似点算法并讨论了算法的收敛性质及其Bundle变形的收敛性质

PPA BASED PREDICTION-CORRECTION METHODS FOR MONOTONE VARIATIONAL INEQUALITIES

In this paper we study the proximal point algorithm (PPA) based predictioncorrection (PC) methods for monotone variational inequalities. Each iteration of these methods consists of a prediction and a correction. The predictors are produced by inexact PPA steps. The new iterates are then updated by a correction using the PPA formula. We present two profit functions which serve two purposes: First we show that the profit functions are tight lower bounds of the improvements obtained in each iteration. Based on this conclusion we obtain the convergence inexactness restrictions for the prediction step. Second we show that the profit functions are quadratically dependent upon the step lengths, thus the optimal step lengths are obtained in the correction step. In the last part of the paper we compare the strengths of different methods based on their inexactness restrictions.

A Feasible Point Method with Bundle Modification for Nonsmooth Convex Constrained Optimization

In this paper, a bundle modification strategy is proposed for nonsmooth convex constrained min- imization problems. As a result, a new feasible point bundle method is presented by applying this strategy. Whenever the stability center is updated, some points in the bundle will be substituted by new ones which have lower objective values and/or constraint values, aiming at getting a better bundle. The method generates feasible serious iterates on which the objective function is monotonically decreasing. Global convergence of the algorithm is established, and some preliminary numerical results show that our method performs better than the standard feasible point bundle method.

求解非凸正则化问题的L-BFGS算法

该文提出一种求解大规模l_(1)、平滑剪切绝对偏差(SCAD)和极小极大凹罚(MCP)问题的有限内存拟牛顿方法(L-BFGS)算法.算法在积极集集合上的搜索方向与文献[1]的方向相同,在自由空间集合上使用了有限内存L-BFGS的搜索方向.在适当的条件下,证明了使用非单调技术的算法是全局收敛的.数值实验证明所提出的算法是有效的.

非扩张映射及一种改进的邻近点算法的收敛性定理

在CAT(0)空间中,为寻找三个非扩张映射的不动点集与真凸下半连续函数的极小元集的公共元,提出了一种改进的邻近点算法,然后在CAT(0)空间中研究改进的邻近点算法的收敛性,并得到了改进的邻近点算法的迭代序列{}xnΔ-收敛于非扩张映射的不动点集与真凸下半连续函数的极小元集的公共元的结论.

按类别扩展不等式约束的内点优化算法

内点法是求解复杂优化问题的重要算法,对不等式约束的处理是影响算法性能的关键因素之一,更严苛的不等式约束标志着更好的优化指标和更差的收敛性。为缓解这种矛盾,提出一种按类别松弛不等式约束的内点法,称为类扩展内点法。通过在同种类别的不等式约束方程中增加相同的类扩展变量,并在目标函数中用罚因子迫使类扩展变量的平方和趋向0实现该目的。该方法在原优化问题有解时给出高度近似的结论,在某些优化问题因不等式约束过紧无解时给出约束需放开的幅度以及对应的最优解,在某些优化问题因迭代方向偏差无解时扩展有效的搜索路径而有解。最优潮流的算例验证了所提方法的有效性。

A UNIFIED APPROACH TO THE METHOD OF GRADIENT PROJECTION WITH ARBITRARY INITIAL POINT

In this paper,we present a family of gradient projection method with arbitrary initialpoint.The formula of search direction in the method is unitary.The convergent conditions ofthe method are given.When the initial point is feasible,the family of the method contains severalknown algorithms.When the initial point is infeasible,the method is exactly that given in[6].Finally,we give a new method which has global convergence property.

一种基于潜变量的Ranking模型构造算法

现有的Ranking算法获得的模型全部来自训练数据,因为很多模型的有用信息并不能完全从训练数据中得到,因此这样得到的模型不够精确,对此,提出一种基于潜变量的Ranking算法。该算法以结构化SVM为学习工具,将除训练数据外的其他有用信息以潜变量形式引入算法的框架中,并在此基础上定义了面向NDCG的目标函数。针对该目标函数非凸非平滑,首先使用"凹-凸过程"进行逼近,然后用"近似Bundle法"展开优化计算。基准数据集上的实验结果表明:相比完全依靠训练数据的Ranking算法,本文算法获得的模型更为精确。