Về sự hội tụ hữu hạn của các phương pháp lặp cho các bất đẳng thức biến phân trong không gian Hilbert

Journal of Optimization Theory and Applications - Tập 161 - Trang 701-715 - 2013
Shin-ya Matsushita1, Li Xu1
1Department of Electronics and Information Systems, Akita Prefectural University, Akita, Japan

Tóm tắt

Trong một không gian Hilbert, chúng tôi nghiên cứu sự hội tụ hữu hạn của các phương pháp lặp để giải quyết một bất đẳng thức biến phân đơn điệu dưới giả thiết sắc yếu. Hầu hết các kết quả đến nay yêu cầu rằng chuỗi được tạo ra bởi phương pháp phải hội tụ mạnh đến một nghiệm. Trong bài báo này, chúng tôi chứng minh rằng thuật toán điểm gần nhất để giải quyết bất đẳng thức biến phân sẽ dừng lại tại một nghiệm trong một số bước lặp hữu hạn nếu tập nghiệm là sắc yếu. Do đó, chúng tôi suy ra các kết quả hội tụ hữu hạn cho phương pháp chiếu gradient và phương pháp ngoại gradient. Các kết quả của chúng tôi cho thấy rằng giả thiết về sự hội tụ mạnh của các chuỗi có thể được loại bỏ trong trường hợp không gian Hilbert.

Từ khóa

#bất đẳng thức biến phân #không gian Hilbert #phương pháp lặp #hội tụ hữu hạn #thuật toán điểm gần nhất

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