SearcharxivSearch

arXiv subjects

Simeon Reich

Publications and source records attributed to Simeon Reich.

At least 19 recordsLinked to original sources

A Bregman Regularized Proximal Point Method for Solving Equilibrium Problems on Hadamard Manifolds

In this paper we develop a Bregman regularized proximal point algorithm for solving monotone equilibrium problems on Hadamard manifolds. It has been shown that the regularization term induced by a Bregman function is, in general, nonconvex on Hadamard manifolds unless the curvature is zero. Nevertheless, we prove that the proposed Bregman regularization scheme does converge to a solution of the equilibrium problem on Hadamard manifolds in the presence of a strong assumption on the convexity of the set formed by the regularization term. Moreover, we employ a coercivity condition on the Bregman function which is weaker than those typically assumed in the existing literature on Bregman regularization. Numerical experiments on illustrative examples demonstrate the practical effectiveness of our proposed method.

math.OC

Regularized Extragradient Methods for Solving Equilibrium Problems on Hadamard Manifolds

Employing two distinct types of regularization terms, we propose two regularized extragradient methods for solving equilibrium problems on Hadamard manifolds. The sequences generated by these extragradient algorithms converge to a solution of the equilibrium problem without requiring the Lipschitz continuity of the bifunction or imposing additional conditions on the parameters. We establish convergence results for both algorithms under a monotonicity condition and derive global error bounds along with $R$-linear convergence rates in cases where the bifunction is strongly pseudomonotone. Finally, we present numerical experiments to demonstrate the effectiveness of our methods.

math.OC

Regularity of the Product of Two Relaxed Cutters with Relaxation Parameters Beyond Two

We study the product of two relaxed cutters having a common fixed point. We assume that one of the relaxation parameters is greater than two so that the corresponding relaxed cutter is no longer quasi-nonexpansive, but rather demicontractive. We show that if both of the operators are (weakly/linearly) regular, then under certain conditions, the resulting product inherits the same type of regularity. We then apply these results to proving convergence in the weak, norm and linear sense of algorithms that employ such products.

math.OC

A Modified Dai-Liao Spectral Conjugate Gradient Method with an Application to Signal Processing

We propose and study a variant of the Dai-Liao spectral conjugate gradient method, developed through an analysis of eigenvalues and inspired by a modified secant condition. We show that our proposed method is globally convergent for general nonlinear functions under standard assumptions. By incorporating the new secant condition and a quasi-Newton direction, we introduce updated spectral parameters. These changes ensure that the resulting search direction satisfies the sufficient descent property without relying on any line search. Numerical experiments show that the proposed algorithm performs better than several existing methods in terms of convergence speed and computational efficiency. Its effectiveness is further demonstrated through an application to signal processing.

math.OC

Existence and approximate controllability results for time-fractional stochastic Navier-Stokes equations

This paper deals with time-fractional stochastic Navier-Stokes equations, which are characterized by the coexistence of stochastic noise and a fractional power of the Laplacian. We establish sufficient conditions for the existence and approximate controllability of a unique mild solution to time-fractional stochastic Navier-Stokes equations. Using a fixed point technique, we first demonstrate the existence and uniqueness of a mild solution to the equation under consideration. We then establish approximate controllability results by using the concepts of fractional calculus, semigroup theory, functional analysis and stochastic analysis.

math.OC

Levitin-Polyak well-posedness of split multivalued variational inequalities

We introduce and study the split multivalued variational inequality problem (SMVIP) and the parametric SMVIP. We examine, in particular, Levitin-Polyak well-posedness of SMVIPs and parametric SMVIPs in Hilbert spaces. We provide several examples to illustrate our theoretical results. We also discuss several important special cases.

math.OC

Comparing the Methods of Alternating and Simultaneous Projections for Two Subspaces

We study the well-known methods of alternating and simultaneous projections when applied to two nonorthogonal linear subspaces of a real Euclidean space. Assuming that both of the methods have a common starting point chosen from either one of the subspaces, we show that the method of alternating projections converges significantly faster than the method of simultaneous projections. On the other hand, we provide examples of subspaces and starting points, where the method of simultaneous projections outperforms the method of alternating projections.

math.OC

New iterative algorithms for solving split variational inclusions

In this paper we study a class of split variational inclusion (SVI) and regularized split variational inclusion (RSVI) problems in real Hilbert spaces. We discuss various analytical properties of the net generated by the RSVI and establish the existence and uniqueness of the solution to the RSVI. Using analytical properties of this net and under certain assumptions on the parameters and mappings associated with the SVI, we establish the strong convergence of the sequence generated by our proposed iterative algorithm. We also deduce another iterative algorithm by taking the regularization parameters to be zero in our proposed algorithm. We establish the weak convergence of the sequence generated by our new algorithm under certain assumptions. Moreover, we discuss two special cases of the SVI, namely the split convex minimization and the split variational inequality problems, and give several numerical examples.

math.OC

Levitin-Polyak Well-posedness for Split Equilibrium Problems

The notion of well-posedness has drawn the attention of many researchers in the field of nonlinear analysis, as it allows to explore problems in which exact solutions are not known and/or computationally hard to compute. Roughly speaking, for a given problem, well-posedness guarantees the convergence of approximations to exact solutions via an iterative method. Thus, in this paper we extend the concept of Levitin-Polyak well-posedness to split equilibrium problems in real Banach spaces. In particular, we establish a metric characterization of Levitin-Polyak well-posedness by perturbations and also show an equivalence between Levitin-Polyak well-posedness by perturbations for split equilibrium problems and the existence and uniqueness of their solutions.

math.OC

Polynomial Estimates for the Method of Cyclic Projections in Hilbert Spaces

We study the method of cyclic projections when applied to closed and linear subspaces $M_i$, $i=1,\ldots,m$, of a real Hilbert space $\mathcal H$. We show that the average distance to individual sets enjoys a polynomial behaviour $o(k^{-1/2})$ along the trajectory of the generated iterates. Surprisingly, when the starting points are chosen from the subspace $\sum_{i=1}^{m}M_i^\perp$, our result yields a polynomial rate of convergence $\mathcal O(k^{-1/2})$ for the method of cyclic projections itself. Moreover, if $\sum_{i=1}^{m} M_i^\perp$ is not closed, then both of the aforementioned rates are best possible in the sense that the corresponding polynomial $k^{1/2}$ cannot be replaced by $k^{1/2+\varepsilon}$ for any $\varepsilon >0$.

math.OC

Generic properties of nonexpansive mappings on unbounded domains

We investigate typical properties of nonexpansive mappings on unbounded complete hyperbolic metric spaces. For two families of metrics of uniform convergence on bounded sets, we show that the typical nonexpansive mapping is a Rakotch contraction on every bounded subset and that there is a bounded set which is mapped into itself by this mapping. In particular, we obtain that the typical nonexpansive mapping in this setting has a unique fixed point which can be reached by iterating the mapping. Nevertheless, it turns out that the typical mapping is not a Rakotch contraction on the whole space and that it has the maximal possible Lipschitz constant of one on a residual subset of its domain. By typical we mean that the complement of the set of mappings with this property is $σ$-$ϕ$-porous, that is, small in a metric sense. For a metric of pointwise convergence, we show that the set of Rakotch contractions is meagre.

math.FA

Unrestricted Douglas-Rachford algorithms for solving convex feasibility problems in Hilbert space

In this work we focus on the convex feasibility problem (CFP) in Hilbert space. A specific method in this area that has gained a lot of interest in recent years is the Douglas-Rachford (DR) algorithm. This algorithm was originally introduced in 1956 for solving stationary and non-stationary heat equations. Then in 1979, Lions and Mercier adjusted and extended the algorithm with the aim of solving CFPs and even more general problems, such as finding zeros of the sum of two maximally monotone operators. Many developments which implement various concepts concerning this algorithm have occurred during the last decade. We introduce an unrestricted DR algorithm, which provides a general framework for such concepts. Using unrestricted products of a finite number of strongly nonexpansive operators, we apply this framework to provide new iterative methods, where, \textit{inter alia}, such operators may be interlaced between the operators used in the scheme of our \ unrestricted \color DR algorithm.

math.OC

Strong Convergence of Forward-Reflected-Backward Splitting Methods for Solving Monotone Inclusions with Applications to Image Restoration and Optimal Control

In this paper, we propose and study several strongly convergent versions of the forward-reflected-backward splitting method of Malitsky and Tam for finding a zero of the sum of two monotone operators in a real Hilbert space. Our proposed methods only require one forward evaluation of the single-valued operator and one backward evaluation of the set-valued operator at each iteration; a feature that is absent in many other available strongly convergent splitting methods in the literature. We also develop inertial versions of our methods and strong convergence results are obtained for these methods when the set-valued operator is maximal monotone and the single-valued operator is Lipschitz continuous and monotone. Finally, we discuss some examples from image restorations and optimal control regarding the implementations of our methods in comparison with known related methods in the literature.

math.OC

Generalized projections on general Banach spaces

In general Banach spaces, the metric projection map lacks the powerful properties it enjoys in Hilbert spaces. There are a few generalized projections that have been proposed in order to resolve many of the deficiencies of the metric projection. However, such notions are predominantly studied in Banach spaces with rich topological structures, such as uniformly convex Banach spaces. In this paper, we investigate two notions of generalized projection in general Banach spaces. Various examples are provided to demonstrate the proposed notions and the loss of structure in the generalized projections after migrating from specially structured Banach spaces to general Banach spaces. Connections between the generalized projection and the metric projection are thoroughly explored.

math.FA

Convergence of Two Simple Methods for Solving Monotone Inclusion Problems in Reflexive Banach Spaces

We propose two very simple methods, the first one with constant step sizes and the second one with self-adaptive step sizes, for finding a zero of the sum of two monotone operators in real reflexive Banach spaces. Our methods require only one evaluation of the single-valued operator at each iteration. Weak convergence results are obtained when the set-valued operator is maximal monotone and the single-valued operator is Lipschitz continuous, and strong convergence results are obtained when either one of these two operators is required, in addition, to be strongly monotone. We also obtain the rate of convergence of our proposed methods in real reflexive Banach spaces. Finally, we apply our results to solving generalized Nash equilibrium problems for gas markets.

math.OC

A Neural Network for Solving Inverse Quasi-Variational Inequalities

We study the existence and uniqueness of solutions to the inverse quasi-variational inequality problem. Motivated by the neural network approach to solving optimization problems such as variational inequality, monotone inclusion, and inverse variational problems, we consider a neural network associated with the inverse quasi-variational inequality problem, and establish the existence and uniqueness of a solution to the proposed network. We prove that every trajectory of the proposed neural network converges to the unique solution of the inverse quasi-variational inequality problem and that the network is globally asymptotically stable at its equilibrium point. We also prove that if the function which governs the inverse quasi-variational inequality problem is strongly monotone and Lipschitz continuous, then the network is globally exponentially stable at its equilibrium point. We discretize the network and show that the sequence generated by the discretization of the network converges strongly to a solution of the inverse quasi-variational inequality problem under certain assumptions on the parameters involved. Finally, we provide numerical examples to support and illustrate our theoretical results.

math.OC

Error Bounds for the Method of Simultaneous Projections with Infinitely Many Subspaces

We investigate the properties of the simultaneous projection method as applied to countably infinitely many closed and linear subspaces of a real Hilbert space. We establish the optimal error bound for linear convergence of this method, which we express in terms of the cosine of the Friedrichs angle computed in an infinite product space. In addition, we provide estimates and alternative expressions for the above-mentioned number. Furthermore, we relate this number to the dichotomy theorem and to super-polynomially fast convergence. We also discuss polynomial convergence of the simultaneous projection method which takes place for particularly chosen starting points.

math.OC

Finitely Convergent Iterative Methods with Overrelaxations Revisited

We study the finite convergence of iterative methods for solving convex feasibility problems. Our key assumptions are that the interior of the solution set is nonempty and that certain overrelaxation parameters converge to zero, but with a rate slower than any geometric sequence. Unlike other works in this area, which require divergent series of overrelaxations, our approach allows us to consider some summable series. By employing quasi-Fejérian analysis in the latter case, we obtain additional asymptotic convergence guarantees, even when the interior of the solution set is empty.

math.OC