Convergence of projection and contraction algorithms with outer perturbations and their applications to sparse signals recovery

In this paper, we study the bounded perturbation resilience of projection and contraction algorithms for solving variational inequality (VI) problems in real Hilbert spaces. Under typical and standard assumptions of monotonicity and Lipschitz continuity of the VI’s associated mapping, convergence of the perturbed projection and contraction algorithms is proved. Based on the bounded perturbed resilience of projection and contraction algorithms, we present some inertial projection and contraction algorithms. In addition, we show that the perturbed algorithms converge at the rate of O(1 / t).

[1]  S. Reich,et al.  Asymptotic Behavior of Inexact Orbits for a Class of Operators in Complete Metric Spaces , 2007 .

[2]  Q. Dong,et al.  The extragradient algorithm with inertial effects for solving the variational inequality , 2016 .

[3]  G. M. Korpelevich The extragradient method for finding saddle points and other problems , 1976 .

[4]  E. Khobotov Modification of the extra-gradient method for solving variational inequalities and certain optimization problems , 1989 .

[5]  Yair Censor,et al.  Weak and Strong Superiorization: Between Feasibility-Seeking and Minimization , 2014, 1410.0130.

[6]  Juan Peypouquet,et al.  A Dynamical Approach to an Inertial Forward-Backward Algorithm for Convex Minimization , 2014, SIAM J. Optim..

[7]  Ran Davidi,et al.  Perturbation resilience and superiorization of iterative algorithms , 2010, Inverse problems.

[8]  R. Rockafellar Monotone Operators and the Proximal Point Algorithm , 1976 .

[9]  Gabor T. Herman,et al.  Superiorization of the ML-EM Algorithm , 2014, IEEE Transactions on Nuclear Science.

[10]  Z. Luo A Class of Iterative Methods for Solving Nonlinear Projection Equations , 2005 .

[11]  Yair Censor,et al.  Strict Fejér Monotonicity by Superiorization of Feasibility-Seeking Projection Methods , 2014, J. Optim. Theory Appl..

[12]  R. Tibshirani Regression Shrinkage and Selection via the Lasso , 1996 .

[13]  G T Herman,et al.  Image reconstruction from a small number of projections , 2008, Inverse problems.

[14]  F. Facchinei,et al.  Finite-Dimensional Variational Inequalities and Complementarity Problems , 2003 .

[15]  B. He A class of projection and contraction methods for monotone variational inequalities , 1997 .

[16]  Dan Butnariu,et al.  Stable Convergence Theorems for Infinite Products and Powers of Nonexpansive Mappings , 2008 .

[17]  Bingsheng He,et al.  On the O(1/t) convergence rate of the projection and contraction methods for variational inequalities with Lipschitz continuous monotone operators , 2013, Computational Optimization and Applications.

[18]  Yair Censor Can Linear Superiorization Be Useful for Linear Optimization Problems? , 2017, Inverse problems.

[19]  D. Butnariu,et al.  Stable Convergence Behavior Under Summable Perturbations of a Class of Projection Methods for Convex Feasibility and Optimization Problems , 2007, IEEE Journal of Selected Topics in Signal Processing.

[20]  Yoram Singer,et al.  Efficient projections onto the l1-ball for learning in high dimensions , 2008, ICML '08.

[21]  Thomas Brox,et al.  iPiasco: Inertial Proximal Algorithm for Strongly Convex Optimization , 2015, Journal of Mathematical Imaging and Vision.

[22]  Heinz H. Bauschke,et al.  Convex Analysis and Monotone Operator Theory in Hilbert Spaces , 2011, CMS Books in Mathematics.

[23]  Ran Davidi,et al.  Projected Subgradient Minimization Versus Superiorization , 2013, Journal of Optimization Theory and Applications.

[24]  S. Reich,et al.  Uniform Convexity, Hyperbolic Geometry, and Nonexpansive Mappings , 1984 .

[25]  Y. J. Cho,et al.  Inertial projection and contraction algorithms for variational inequalities , 2018, J. Glob. Optim..

[26]  Ran Davidi,et al.  Superiorization: An optimization heuristic for medical physics , 2012, Medical physics.