|
A new proximal point iteration that converges weakly but not in norm
Author(s):
H.
H.
Bauschke;
J.
V.
Burke;
F.
R.
Deutsch;
H.
S.
Hundal;
J.
D.
Vanderwerff
Journal:
Proc. Amer. Math. Soc.
133
(2005),
1829-1835.
MSC (2000):
Primary 65K10, 90C25;
Secondary 47H05, 47H09, 65K05
Posted:
January 25, 2005
MathSciNet review:
2120284
Retrieve article in:
PDF
This article is available free of charge
Abstract |
References |
Similar articles |
Additional information
Abstract:
In 1991, Güler constructed a proximal point iteration that converges weakly but not in norm. By building on a recent result of Hundal, we present a new, considerably simpler, example of this type.
References:
-
- 1.
- H. H. Bauschke, Projection Algorithms and Monotone Operators, Ph.D. Thesis, Department of Mathematics and Statistics, Simon Fraser University, Burnaby, British Columbia, August 1996. Available at
http://www.cecm.sfu.ca/preprints/1996pp.html. - 2.
- H. H. Bauschke and J. M. Borwein, On projection algorithms for solving convex feasibility problems, SIAM Rev., 38 (1996), 367-426. MR 1409591 (98f:90045)
- 3.
- H. H. Bauschke and J. M. Borwein, On the Convergence of the von Neumann's Alternating Projection Algorithm for Two Sets, Set-Valued Anal., 1 (1993), 185-212. MR 1239403 (95d:65048)
- 4.
- H. H. Bauschke and P. L. Combettes, A weak-to-strong convergence principle for Fejér-monotone methods in Hilbert spaces, Math. Oper. Res., 26 (2001), 248-264. MR 1895827 (2003f:65101)
- 5.
- H. H. Bauschke, E. Matousková, and S. Reich, Projection and proximal point methods: convergence results and counterexamples, Nonlinear Anal., 56 (2004), 715-738. MR 2036787 (2004m:47116)
- 6.
- L. M. Bregman, The method of successive projection for finding a common point of convex sets, Soviet Math. Dokl., 6 (1965), 688-692.
- 7.
- H. Brézis and P.-L. Lions, Produits infinis de résolvantes, Israel J. Math., 29 (1978), 329-345. MR 0491922 (80b:47068)
- 8.
- F. Deutsch, Best Approximation in Inner Product Spaces, Springer-Verlag, New York, 2001. MR 1823556 (2002c:41001)
- 9.
- O. Güler, On the convergence of the proximal point algorithm for convex minimization, SIAM J. Control Optim., 29 (1991), 403-419. MR 1092735 (92c:90086)
- 10.
- H. Hundal, An Alternating Projection that Does Not Converge in Norm, Nonlinear Anal., 57 (2004), 35-61. MR 2055986 (2005a:47093)
- 11.
- B. Martinet, Régularisation d'inéquations variationnelles par approximations successives, Rev. Française Informat. Recherche Opérationnelle (Ser. R-3), 4 (1970), 154-158. MR 0298899 (45:7948)
- 12.
- G. Minty, Monotone (nonlinear) operators in a Hilbert space, Duke Math. J., 29 (1962), 341-346. MR 0169064 (29:6319)
- 13.
- J.-J. Moreau, Proximité et dualité dans un espace hilbertien, Bull. Soc. Math. France, 93 (1965), 273-299. MR 0201952 (34:1829)
- 14.
- R. R. Phelps, Convex functions, monotone operators and differentiability (Second Edition), Springer-Verlag, Berlin, 1993. MR 1238715 (94f:46055)
- 15.
- R. T. Rockafellar, Monotone operators and the proximal point algorithm, SIAM J. Control Optim., 14 (1976), 877-898. MR 0410483 (53:14232)
- 16.
- S. Simons, Minimax and Monotonicity, 1998. MR 1723737 (2001h:49002)
- 17.
- M. V. Solodov and B. F. Svaiter, Forcing strong convergence of proximal point iterations in a Hilbert space, Math. Program. (Ser. A), 87 (2000), 189-202. MR 1734665 (2000j:90077)
Similar Articles:
Retrieve articles in Proceedings of the American Mathematical
Society
with
MSC (2000):
65K10, 90C25,
47H05, 47H09, 65K05
Retrieve articles in all Journals with
MSC (2000):
65K10, 90C25,
47H05, 47H09, 65K05
Additional Information:
H.
H.
Bauschke
Affiliation:
Department of Mathematics and Statistics, University of Guelph, Guelph, Ontario, Canada N1G 2W1
Email:
hbauschk@uoguelph.ca
J.
V.
Burke
Affiliation:
Department of Mathematics, University of Washington, Box 354350, Seattle, Washington 98195-4350
Email:
burke@math.washington.edu
F.
R.
Deutsch
Affiliation:
Department of Mathematics, The Pennsylvania State University, University Park, Pennsylvania 16802
Email:
deutsch@math.psu.edu
H.
S.
Hundal
Affiliation:
Momentum Investment Services, 146 Cedar Ridge Drive, Port Matilda, Pennsylvania 16870
Email:
hundal@math.psu.edu
J.
D.
Vanderwerff
Affiliation:
Department of Mathematics, La Sierra University, Riverside, California 92515
Email:
jvanderw@LaSierra.edu
DOI:
10.1090/S0002-9939-05-07719-1
PII:
S 0002-9939(05)07719-1
Keywords:
Proximal point algorithm,
weak convergence,
support point.
Received by editor(s):
September 13, 2002
Posted:
January 25, 2005
Additional Notes:
The first author was supported in part by the Natural Sciences and Engineering Research Council of Canada. The second author was supported in part by the National Science Foundation Grant DMS-0203175. The third author was supported in part by the National Science Foundation Grant DMS-0204569.
Communicated by:
Jonathan M. Borwein
Copyright of article:
Copyright
2005,
American Mathematical Society
|