A Perturbed Projection Algorithm with Inertial Technique for Split Feasibility Problem
Abstract
This paper deals with the split feasibility problem that requires to find a point closest to a closed convex set in one space such that its image under a linear transformation will be closest to another closed convex set in the image space. By combining perturbed strategy with inertial technique, we construct an inertial perturbed projection algorithm for solving the split feasibility problem. Under some suitable conditions, we show the asymptotic convergence. The results improve and extend the algorithms presented in Byrne (2002) and in Zhao and Yang (2005) and the related convergence theorem.
1. Introduction
Many papers have studied the inertial-type extrapolation recently, see [9–12], which uses the term θk and the two previous iterative points xk−1, xk to get the next iterative point xk+1. As an acceleration process, it can considerably improve the speed of convergence for the following causes: one is that the vector xk − xk−1 acts as an impulsion term, the other is that the parameter θk acts as a speed regulator.
To the best of our knowledge, no publications deal with perturbed projection algorithm and inertial process simultaneously. In this paper, we apply the inertial technique to the perturbed projection algorithm to get a perturbed inertial projection algorithm for the split feasibility problem. The results improve and extend the algorithms presented in [6] and in [7] and the related convergence theorem.
The paper is organized as follows. In Section 2, some preliminaries are given. The inertial perturbed algorithm and the corresponding convergence theorem for the split feasibility problem are presented in Section 3.
2. Preliminaries
Throughout the rest of the paper, I denotes the identity operator, Fix (T) denotes the fixed points of an operator T, that is, Fix (T)∶ = {x∣x = T(x)}.
Recall the following notions of the convergence and ρ-distance.
Definition 2.1. Let N be an operator on a Hilbert space H; let Nk, k = 0,1, 2, … be a family of operators on a Hilbert space. {Nk} is said to be convergent to N if ∥Nk(x) − N(x)∥ → 0 as k → +∞ for all x ∈ H.
Definition 2.2. The ρ-distance (ρ ≥ 0) for operators N1 and N2 on H is given by
Now we introduce the Mosco-convergence for sequences of sets in a reflexive Banach space.
Definition 2.3 (see [13].)Let X be a reflexive Banach space and C and {Ck} k∈N (N is a set of natural numbers) a sequence of subsets of X. The sequence {Ck} k∈N is Mosco-convergent to C, denoted by , if
Using the notation NCCS(Rn) for the family of nonempty closed convex subsets of Rn, let C and Ck be sets in NCCS(Rn), for k = 0,1, …. It is easy to verify that if the sequence {Ck} converges to C in the Mosco sense, then the operator sequence converges to PC.
Definition 2.4. Let C1 and C2 be elements in NCCS(Rn). The ρ-distance is defined by
Let C and Ck be sets in NCCS(Rn), then if and only if dρ(Ck, C) → 0 for all ρ ≥ 0.
The following lemmas will be used in convergence analysis later on.
Lemma 2.5 (see [14].)Let {δk} and {γk} be nonnegative sequences satisfying ∑kδk < +∞ and γk+1 ≤ γk + δk, k = 0,1, …. Then, {γk} is a convergent sequence.
Lemma 2.6 (see [10].)Let ϕk ∈ [0, ∞), k = 1,2, …, and δk ∈ [0, ∞), k = 1,2, … satisfying
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(1) ϕk+1 − ϕk ≤ θk(ϕk − ϕk−1) + δk,
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(2) ∑kδk < ∞,
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(3) θk ∈ [0, θ], k = 1,2, …, where θ ∈ [0,1).
Lemma 2.7 (Opial [15]). Let H be a Hilbert space, and let {xk} be a sequence in H such that there exists a nonempty set S ⊂ H satisfying:
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(1) for every x* ∈ S, lim k ∥xk − x*∥ exists,
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(2) any weak cluster point of {xk} belongs to S.
Lemma 2.8 (see [15].)Let H be a Hilbert space, T : H → H a nonexpansive operator, and y a weak cluster point of a sequence {xk}, and let ∥T(xk) − xk∥ → 0. Then y ∈ Fix (T).
3. The Inertial Perturbed Algorithm and the Asymptotic Convergence for the SPF
It is well known that the operator AT(I − PQ)A is λ-Lipschitz continuous with λ = ρ(ATA). The same is true for the operators for k = 0,1, …; it is easy to obtain the following conclusion.
Lemma 3.1 (see [7].)Let C and Ck be sets in NCCS(Rn), and let Q and Qk be sets in NCCS(Rm), for k = 0,1, …, with and . Then, the operators N and Nk defined in (3.1) are nonexpansive operators for γ ∈ (0, 2/λ). Moreover, the operator sequence {Nk} converges to N.
Now we give the perturbed inertial KM-type algorithm for SFP.
Algorithm 3.2. Given arbitrary elements in Rn for k = 0,1, …, let
The following theorem is necessary for the convergence analysis of Algorithm 3.2.
Theorem 3.3. Let N and Nk for k = 0,1, 2, … be nonexpansive (ne) operators in finite-dimensional Hilbert space, with Nk → N, and let {αk} be a sequence in (0,1) satisfying
Proof. We first prove that the sequence {xk} is bounded and {∥xk − z∥} is convergent for all z ∈ Fix (N), where Fix (N) denotes the set of the fixed points of the operator N, that is, N(z) = z. Since N and Nk are ne operators, we have
We next prove that lim inf k→∞ ∥yk − N(yk)∥ = 0. Let ek = Nk(yk) − N(yk) and notice the fact that
Thus
From (3.17), it follows that
Finally, we prove that {xk} converges to a fixed point of N. From the above computation, we know that the sequence {yk} is also bounded; hence there exist x* and a subsequence of {yk} (denoted ) such that
Remark 1. Since the current value of ∥xk − xk−1∥ is known when choosing the parameter θk, then θk is well defined in Theorem 3.3. In fact, from the process of proof for the Theorem 3.3, we can get the following assert: the convergence result of Theorem 3.3 always holds provided that we select θk ∈ [0, θ], θ ∈ [0,1), for all k ≥ 0 with
Now let us return to the convergence analysis of Algorithm 3.2.
Theorem 3.4. Let the hypotheses in Lemma 3.1 be satisfied. Then the sequence {xk} generated by (3.2) converges to a fixed point of N if
Proof. For any y ∈ Rn, ∥y∥ ≤ ρ, by reason of the nonexpansive properties of projection, we have
Since for any given , the result of this theorem can be obtained using Theorem 3.3.
Acknowledgments
This paper is supported by National Science Foundation of China (under Grant no. 11171221), Shanghai Municipal Committee of Science and Technology (under Grant no. 10550500800), Shanghai Municipal Government (under Grant no. S30501), Basic and Frontier Research Program of Science and Technology Department of Henan Province (under Grant nos. 112300410277, 082300440150), and China Coal Industry Association Scientific and Technical Guidance to Project (under Grant no. MTKJ-2011-403).