A Note on Approximating Curve with 1-Norm Regularization Method for the Split Feasibility Problem
Abstract
Inspired by the very recent results of Wang and Xu (2010), we study properties of the approximating curve with 1-norm regularization method for the split feasibility problem (SFP). The concept of the minimum-norm solution set of SFP in the sense of 1-norm is proposed, and the relationship between the approximating curve and the minimum-norm solution set is obtained.
1. Introduction
Using the idea of Tikhonov′s regularization, Wang and Xu [14] studied the properties of the approximating curve for the SFP. They gave the concept of the minimum-norm solution of the SFP (1.1) and proved that the approximating curve converges strongly to the minimum-norm solution of the SFP (1.1). Together with some properties of this approximating curve, they introduced a modification of Byrne’s CQ algorithm [2] so that strong convergence is guaranteed and its limit is the minimum-norm solution of SFP (1.1).
In the practical application, H1 and H2 are often ℝN and ℝM, respectively. Moreover, scientists and engineers are more willing to use 1-norm regularization method in the calculation process (see, e.g., [15–18]). Inspired by the above results of Wang and Xu [14], we study properties of the approximating curve with 1-norm regularization method. We also define the concept of the minimum-norm solution set of SFP (1.1) in the sense of 1-norm. The relationship between the approximating curve and the minimum-norm solution set is obtained.
2. Preliminaries
Let X be a normed linear space with norm ∥·∥, and let X* be the dual space of X. We use the notation 〈x, f〉 to denote the value of f ∈ X* at x ∈ X. In particular, if X is a Hilbert space, we will denote it by H, and 〈·, ·〉 and ∥·∥ are the inner product and its induced norm, respectively.
We recall some definitions and facts that are needed in our study.
Definition 2.1. Let φ : X → ℝ ∪ {+∞} be a convex functional, x0 ∈ dom (φ) = {x ∈ X : φ(x)<+∞}. Set
Lemma 2.2. There holds the following property:
Proof. The process of the proof will be divided into two parts.
Case 1. In the case of x = 0, for any x* ∈ X* such that ∥x*∥≤1 and any y ∈ X, there holds the inequality
Case 2. If x ≠ 0, for any x* ∈ {x* ∈ X* : ∥x*∥ = 1, 〈x, x*〉 = ∥x∥}, we obviously have
Corollary 2.3. In l-dimensional Euclidean space ℝl, there holds the following result:
- (i)
fis convex if f(λx + (1 − λ)y) ≤ λf(x)+(1 − λ)f(y), for all 0 < λ < 1, for all x, y ∈ H;
- (ii)
f is strictly convex if f(λx + (1 − λ)y) < λf(x)+(1 − λ)f(y), for all 0 < λ < 1, for all x, y ∈ H with x ≠ y;
- (iii)
f is coercive if f(x) → ∞ whenever ∥x∥→∞. See [19] for more details about convex functions.
The following lemma gives the optimality condition for the minimizer of a convex functional over a closed convex subset.
Lemma 2.4 (see [20].)Let H be a Hilbert space and C a nonempty closed convex subset of H. Let f : H → ℝ be a convex and subdifferentiable functional. Then x ∈ C is a solution of the problem
3. Main Results
Example 3.1. Let C = {(x, y) : x + y = 1}, Q = {(x, y) : x + y = 1/2} and
Proposition 3.2. For any α > 0, xα ∈ Sα if and only if there exists some ξ ∈ ∂(∥x∥1) satisfying the following inequality:
Proof. Let
Theorem 3.3. Denote by xα an arbitrary element of Sα, then the following assertions hold:
- (i)
∥xα∥1 is decreasing for α ∈ (0, ∞);
- (ii)
∥(I − PQ)Axα∥ is increasing for α ∈ (0, ∞).
Proof. Let α > β > 0, for any xα ∈ Sα, xβ ∈ Sβ. We immediately obtain
Using (3.14) again, we have
Let ℱ = C∩A−1(Q), where A−1(Q) = {x ∈ ℝN : Ax ∈ Q}. In what follows, we assume that ℱ ≠ ∅; that is, the solution set of SFP (1.1) is nonempty. The fact that ℱ is nonempty closed convex set thus allows us to introduce the concept of minimum-norm solution of SFP (1.1) in the sense of norm ∥·∥ (induced by the inner product).
Definition 3.4 (see [14].)An element x† ∈ ℱ is said to be the minimum-norm solution of SFP (1.1) in the sense of norm ∥·∥ if ∥x†∥ = inf x∈ℱ∥x∥. In other words, x† is the projection of the origin onto the solution set ℱ of SFP (1.1). Thus there exists only one minimum-norm solution of SFP (1.1) in the sense of norm ∥·∥, which is always denoted by x†.
We can also give the concept of minimum-norm solution of SFP (1.1) in other senses.
Definition 3.5. An element is said to be a minimum-norm solution of SFP (1.1) in the sense of 1-norm if . We use ℱ1 to stand for all minimum-norm solutions of SFP (1.1) in the sense of 1-norm and ℱ1 is called the minimum-norm solution set of SFP (1.1) in the sense of 1-norm.
Obviously, ℱ1 is a closed convex subset of ℱ. Moreover, it is easy to see that ℱ1 ≠ ∅. Indeed, taking a sequence {xn} ⊂ ℱ such that ∥xn∥1 → inf x∈ℱ∥x∥1 as n → ∞, then {xn} is bounded. There exists a convergent subsequence of {xn}. Set , then since ℱ is closed. On the other hand, using lower semicontinuity of the norm, we have
However, ℱ1 may contain more than one elements, in general (see Example 3.1, ℱ1 = {(x, y) : x + y = 1, x, y ≥ 0}).
Theorem 3.6. Let α > 0 and xα ∈ Sα. Then ω(xα) ⊂ ℱ1, where .
Proof. Taking arbitrarily, for any α ∈ (0, ∞), we always have
Take ω ∈ ω(xα) arbitrarily, then there exists a sequence {αn} such that αn → 0 and as n → ∞. Put . By Proposition 3.2, we deduce that there exists some ξn ∈ ∂(∥xn∥1) such that
Corollary 3.7. If ℱ1 contains only one element , then , (α → 0).
Remark 3.8. It is worth noting that the minimum-norm solution of SFP (1.1) in the sense of norm ∥·∥ is very different from the minimum-norm solution of SFP (1.1) in the sense of 1-norm. In fact, x† may not belong to ℱ1! The following simple example shows this fact.
Example 3.9. Let C = {(x, y) : x + 2y ≥ 2, x ≥ 0, y ≥ 0}, Q = {(x, y) : x + y = 1, x ≥ 0, y ≥ 0}, and
Acknowledgments
This work was supported by the Fundamental Research Funds for the Central Universities (ZXH2012K001) and in part by the Foundation of Tianjin Key Lab for Advanced Signal Processing. W. Zhu was also supported by the Postgraduate Science and Technology Innovation Funds (YJSCX12-22).