Descent methods for convex optimization problems in Banach spaces
نویسنده
چکیده
where f : E→ R is a convex function; see, for example, [1, 2, 8] and the references therein. It is well known that standard iterative methods for solving (1.2), which are designed for finite-dimensional optimization problems, cannot guarantee strong convergence of their iteration sequences to a solution of the initial problem if the cost function does not possess strengthened convexity properties such as strong convexity. Usually, these methods provide only weak convergence to a solution. However, such a convergence is not satisfactory for many real problems, which are ill-posed in general, since even small perturbations of the initial data may cause great changes in solutions. These questions are crucial for developing stable solution methods. Strong convergence ensuring stability and continuous dependence of the initial data can be obtained via the regularization approach
منابع مشابه
A Hybrid Proximal Point Algorithm for Resolvent operator in Banach Spaces
Equilibrium problems have many uses in optimization theory and convex analysis and which is why different methods are presented for solving equilibrium problems in different spaces, such as Hilbert spaces and Banach spaces. The purpose of this paper is to provide a method for obtaining a solution to the equilibrium problem in Banach spaces. In fact, we consider a hybrid proximal point algorithm...
متن کاملFinsler Steepest Descent with Applications to Piecewise-regular Curve Evolution
This paper introduces a novel steepest descent flow in Banach spaces. This extends previous works on generalized gradient descent, notably the work of Charpiat et al. [12], to the setting of Finsler metrics. Such a generalized gradient allows one to take into account a prior on deformations (e.g., piecewise rigid) in order to favor some specific evolutions. We define a Finsler gradient descent ...
متن کاملA Generic Convergence Theorem for Continuous Descent Methods in Banach Spaces
We study continuous descent methods for minimizing convex functions defined on general Banach spaces and prove that most of them (in the sense of Baire category) converge.
متن کاملConvex Games in Banach Spaces
We study the regret of an online learner playing a multi-round game in a Banach space B against an adversary that plays a convex function at each round. We characterize the minimax regret when the adversary plays linear functions in terms of the Rademacher type of the dual of B. The cases when the adversary plays bounded and uniformly convex functions respectively are also considered. Our resul...
متن کاملMangasarian-Fromovitz and Zangwill Conditions For Non-Smooth Infinite Optimization problems in Banach Spaces
In this paper we study optimization problems with infinite many inequality constraints on a Banach space where the objective function and the binding constraints are Lipschitz near the optimal solution. Necessary optimality conditions and constraint qualifications in terms of Michel-Penot subdifferential are given.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Int. J. Math. Mathematical Sciences
دوره 2005 شماره
صفحات -
تاریخ انتشار 2005