Strict Fejér Monotonicity by Superiorization of Feasibility-Seeking Projection Methods

We consider the superiorization methodology, which can be thought of as lying between feasibility-seeking and constrained minimization. It is not quite trying to solve the full-fledged constrained minimization problem; rather, the task is to find a feasible point which is superior (with respect to the objective function value) to one returned by a feasibility-seeking only algorithm. Our main result reveals new information about the mathematical behavior of the superiorization methodology. We deal with a constrained minimization problem with a feasible region, which is the intersection of finitely many closed convex constraint sets, and use the dynamic string-averaging projection method, with variable strings and variable weights, as a feasibility-seeking algorithm. We show that any sequence, generated by the superiorized version of a dynamic string-averaging projection algorithm, not only converges to a feasible point but, additionally, also either its limit point solves the constrained minimization problem or the sequence is strictly Fejér monotone with respect to a subset of the solution set of the original problem.

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