Searcharxiv⌕ Search

arXiv subjects

Simeon Reich

Publications and source records attributed to Simeon Reich.

At least 37 records · Page 2Linked to original sources

On the existence of fixed points for typical nonexpansive mappings on spaces with positive curvature

We show that the typical nonexpansive mapping on a small enough subset of a CAT($κ$)-space is a contraction in the sense of Rakotch. By typical we mean that the set of nonexpansive mapppings without this property is a $σ$-porous set and therefore also of the first Baire category. Moreover, we exhibit metric spaces where strict contractions are not dense in the space of nonexpansive mappings. In some of these cases we show that all continuous self-mappings have a fixed point nevertheless.

math.FA↗

Finitely Convergent Deterministic and Stochastic Iterative Methods for Solving Convex Feasibility Problems

We propose finitely convergent methods for solving convex feasibility problems defined over a possibly infinite pool of constraints. Following other works in this area, we assume that the interior of the solution set is nonempty and that certain overrelaxation parameters form a divergent series. We combine our methods with a very general class of deterministic control sequences where, roughly speaking, we require that sooner or later we encounter a violated constraint if one exists. This requirement is satisfied, in particular, by the cyclic, repetitive and remotest set controls. Moreover, it is almost surely satisfied for random controls.

math.OC↗

On angles, projections and iterations

We investigate connections between the geometry of linear subspaces and the convergence of the alternating projection method for linear projections. The aim of this article is twofold: in the first part, we show that even in Euclidean spaces the convergence of the alternating method is not determined by the principal angles between the subspaces involved. In the second part, we investigate the properties of the Oppenheim angle between two linear projections. We discuss, in particular, the question of existence and uniqueness of "consistency projections" in this context.

math.FA↗

Stability of the optimal values under small perturbations of the constraint set

This paper discusses a general and useful stability principle which, roughly speaking, says that given a uniformly continuous function defined on an arbitrary metric space, if the function is bounded on the constraint set and we slightly change this set, then its optimal (extreme) values on this set vary slightly, and, moreover, they are actually uniformly continuous as a function of the constraint set. The principle holds in a much more general setting than a metric space, since the distance function may be asymmetric, may attain negative and even infinite values, and so on. This stability principle leads to applications in parametric optimization, mixed linear-nonlinear programming and analysis of Lipschitz continuity, as well as to a general scheme for tackling a wide class of non-convex and non-smooth optimization problems. We also discuss the issue of stability when the objective function is merely continuous. As a byproduct of our analysis we obtain a significant generalization of the concept of a generalized inverse of a linear operator and a very general variant of the so-called "Hoffman's Lemma".

math.OC↗

Outer Approximation Methods for Solving Variational Inequalities Defined over the Solution Set of a Split Convex Feasibility Problem

We study variational inequalities which are governed by a strongly monotone and Lipschitz continuous operator $F$ over a closed and convex set $S$. We assume that $S=C\cap A^{-1}(Q)$ is the nonempty solution set of a (multiple-set) split convex feasibility problem, where $C$ and $Q$ are both closed and convex subsets of two real Hilbert spaces $\mathcal H_1$ and $\mathcal H_2$, respectively, and the operator $A$ acting between them is linear. We consider a modification of the gradient projection method the main idea of which is to replace at each step the metric projection onto $S$ by another metric projection onto a half-space which contains $S$. We propose three variants of a method for constructing the above-mentioned half-spaces by employing the multiple-set and the split structure of the set $S$. For the split part we make use of the Landweber transform.

math.OC↗

Fixed points of Legendre-Fenchel type transforms

A recent result characterizes the fully order reversing operators acting on the class of lower semicontinuous proper convex functions in a real Banach space as certain linear deformations of the Legendre-Fenchel transform. Motivated by the Hilbert space version of this result and by the well-known result saying that this convex conjugation transform has a unique fixed point (namely, the normalized energy function), we investigate the fixed point equation in which the involved operator is fully order reversing and acts on the above-mentioned class of functions. It turns out that this nonlinear equation is very sensitive to the involved parameters and can have no solution, a unique solution, or several (possibly infinitely many) ones. Our analysis yields a few by-products, such as results related to positive definite operators, and to functional equations and inclusions involving monotone operators.

math.CA↗

Fixed points of polarity type operators

A well-known result says that the Euclidean unit ball is the unique fixed point of the polarity operator. This result implies that if, in $\mathbb{R}^n$, the unit ball of some norm is equal to the unit ball of the dual norm, then the norm must be Euclidean. Motivated by these results and by relatively recent results in convex analysis and convex geometry regarding various properties of order reversing operators, we consider, in a real Hilbert space setting, a more general fixed point equation in which the polarity operator is composed with a continuous invertible linear operator. We show that if the linear operator is positive definite, then the considered equation is uniquely solvable by an ellipsoid. Otherwise, the equation can have several (possibly infinitely many) solutions or no solution at all. Our analysis yields a few by-products of possible independent interest, among them results related to coercive bilinear forms (essentially a quantitative convex analytic converse to the celebrated Lax-Milgram theorem from partial differential equations) and a characterization of real Hilbertian spaces.

math.FA↗

Re-examination of Bregman functions and new properties of their divergences

The Bregman divergence (Bregman distance, Bregman measure of distance) is a certain useful substitute for a distance, obtained from a well-chosen function (the "Bregman function"). Bregman functions and divergences have been extensively investigated during the last decades and have found applications in optimization, operations research, information theory, nonlinear analysis, machine learning and more. This paper re-examines various aspects related to the theory of Bregman functions and divergences. In particular, it presents many sufficient conditions which allow the construction of Bregman functions in a general setting and introduces new Bregman functions (such as a negative iterated log entropy). Moreover, it sheds new light on several known Bregman functions such as quadratic entropies, the negative Havrda-Charvát-Tsallis entropy, and the negative Boltzmann-Gibbs-Shannon entropy, and it shows that the negative Burg entropy, which is not a Bregman function according to the classical theory but nevertheless is known to have "Bregmanian properties", can, by our re-examination of the theory, be considered as a Bregman function. Our analysis yields several by-products of independent interest such as the introduction of the concept of relative uniform convexity (a certain generalization of uniform convexity), new properties of uniformly and strongly convex functions, and results in Banach space theory.

math.OC↗

A telescoping Bregmanian proximal gradient method without the global Lipschitz continuity assumption

The problem of minimization of the sum of two convex functions has various theoretical and real-world applications. One of the popular methods for solving this problem is the proximal gradient method (proximal forward-backward algorithm). A very common assumption in the use of this method is that the gradient of the smooth term is globally Lipschitz continuous. However, this assumption is not always satisfied in practice, thus casting a limitation on the method. In this paper, we discuss, in a wide class of finite and infinite-dimensional spaces, a new variant of the proximal gradient method which does not impose the above-mentioned global Lipschitz continuity assumption. A key contribution of the method is the dependence of the iterative steps on a certain telescopic decomposition of the constraint set into subsets. Moreover, we use a Bregman divergence in the proximal forward-backward operation. Under certain practical conditions, a non-asymptotic rate of convergence (that is, in the function values) is established, as well as the weak convergence of the whole sequence to a minimizer. We also obtain a few auxiliary results of independent interest.

math.OC↗

Weak, Strong and Linear Convergence of the CQ-Method Via the Regularity of Landweber Operators

We consider the split convex feasibility problem in a fixed point setting. Motivated by the well-known CQ-method of Byrne (2002), we define an abstract andweber transform which applies to more general operators than the metric projection. We call the result of this transform a Landweber operator. It turns out that the Landweber transform preserves many interesting properties. For example, the Landweber transform of a (quasi/firmly) nonexpansive mapping is again (quasi/firmly) nonexpansive. Moreover, the Landweber transform of a (weakly/linearly) regular mapping is again (weakly/linearly) regular. The preservation of regularity is important because it leads to (weak/linear) convergence of many CQ-type methods.

math.OC↗

The Bolzano-Poincaré-Miranda theorem in infinite dimensional Banach spaces

We study the existence of zeroes of mappings defined in Banach spaces. We obtain, in particular, an extension of the well-known Bolzano-Poincaré-Miranda theorem to infinite dimensional Banach spaces. We also establish a result regarding the existence of periodic solutions to differential equations posed in an arbitrary Banach space.

math.FA↗

Linear Convergence Rates for Extrapolated Fixed Point Algorithms

We establish linear convergence rates for a certain class of extrapolated fixed point algorithms which are based on dynamic string-averaging methods in a real Hilbert space. This applies, in particular, to the extrapolated simultaneous and cyclic cutter methods. Our analysis covers the cases of both metric and subgradient projections.

math.OC↗

Two results in metric fixed point theory

We establish two fixed point theorems for certain mappings of contractive type. The first result is concerned with the case where such mappings take a nonempty, closed subset of a complete metric space $X$ into $X$, and the second with an application of the continuation method to the case where they satisfy the Leray-Schauder boundary condition in Banach spaces.

math.FA↗

Regular Sequences of Quasi-Nonexpansive Operators and Their Applications

In this paper we present a systematic study of regular sequences of quasi-nonexpansive operators in Hilbert space. We are interested, in particular, in weakly, boundedly and linearly regular sequences of operators. We show that the type of the regularity is preserved under relaxations, convex combinations and products of operators. Moreover, in this connection, we show that weak, bounded and linear regularity lead to weak, strong and linear convergence, respectively, of various iterative methods. This applies, in particular, to block iterative and string averaging projection methods, which, in principle, are based on the above-mentioned algebraic operations applied to projections. Finally, we show an application of regular sequences of operators to variational inequality problems.

math.OC↗

The Optimal Error Bound for the Method of Simultaneous Projections

In this paper we find the optimal error bound (smallest possible estimate, independent of the starting point) for the linear convergence rate of the simultaneous projection method applied to closed linear subspaces in a real Hilbert space. We achieve this by computing the norm of an error operator which we also express in terms of the Friedrichs number. We compare our estimate with the optimal one provided for the alternating projection method by Kayalar and Weinert (1988). Moreover, we relate our result to the alternating projection formalization of Pierra (1984) in a product space. Finally, we adjust our results to closed affine subspaces and put them in context with recent dichotomy theorems.

math.OC↗

Solutions to inexact resolvent inclusion problems with applications to nonlinear analysis and optimization

Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been devised in order to achieve this task. A lot of these algorithms are inexact in the sense that they allow perturbations to appear during the iterative process, and hence they enable one to better deal with noise and computational errors, as well as superiorization. For many years a certain fundamental question has remained open regarding many of these known inexact algorithmic schemes in various finite and infinite dimensional settings, namely whether there exist sequences satisfying these inexact schemes when errors appear. We provide a positive answer to this question. Our results also show that various theorems discussing the convergence of these inexact schemes have a genuine merit beyond the exact case. As a by-product we solve the standard and the strongly implicit inexact resolvent inclusion problems, introduce a promising class of functions (fully Legendre functions), establish continuous dependence (stability) properties of the solution of the inexact resolvent inclusion problem and continuity properties of the protoresolvent, and generalize the notion of strong monotonicity.

math.OC↗

Weak, Strong and Linear Convergence of a Double-Layer Fixed Point Algorithm

In this article we consider a consistent convex feasibility problem in a real Hilbert space defined by a finite family of sets $C_i$. We are interested, in particular, in the case where for each $i$, $C_i=Fix (U_i)=\{z\in \mathcal H\mid p_i(z)=0\}$, $U_i\colon\mathcal H\rightarrow \mathcal H$ is a cutter and $p_i\colon\mathcal H\rightarrow [0,\infty)$ is a proximity function. Moreover, we make the following assumption: the computation of $p_i$ is at most as difficult as the evaluation of $U_i$ and this is at most as difficult as projecting onto $C_i$. We study a double-layer fixed point algorithm which applies two types of controls in every iteration step. The first one -- the outer control -- is assumed to be almost cyclic. The second one -- the inner control -- determines the most important sets from those offered by the first one. The selection is made in terms of proximity functions. The convergence results presented in this manuscript depend on the conditions which first, bind together the sets, the operators and the proximity functions and second, connect the inner and outer controls. In particular, weak regularity (demi-closedness principle), bounded regularity and bounded linear regularity imply weak, strong and linear convergence of our algorithm, respectively. The framework presented in this paper covers many known (subgradient) projection algorithms already existing in the literature; for example, those applied with (almost) cyclic, remotest-set, maximum displacement, most-violated constraint and simultaneous controls. In addition, we provide several new examples, where the double-layer approach indeed accelerates the convergence speed as we demonstrate numerically.

math.OC↗