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Strong convergence and bounded perturbation resilience of a modified proximal gradient algorithm
oleh: Yanni Guo, Wei Cui
Format: | Article |
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Diterbitkan: | SpringerOpen 2018-05-01 |
Deskripsi
Abstract The proximal gradient algorithm is an appealing approach in finding solutions of non-smooth composite optimization problems, which may only has weak convergence in the infinite-dimensional setting. In this paper, we introduce a modified proximal gradient algorithm with outer perturbations in Hilbert space and prove that the algorithm converges strongly to a solution of the composite optimization problem. We also discuss the bounded perturbation resilience of the basic algorithm of this iterative scheme and illustrate it with an application.