TY - JOUR
AU - Wu, Yujing
AU - Shi, Luoyi
AU - Chen, Rudong
PY - 2018
TI - Projection algorithms with dynamic stepsize for constrained composite minimization
JO - Journal of Nonlinear Sciences and Applications
SP - 927--936
VL - 11
IS - 7
AB - The problem of minimizing the sum of a large number of component
functions over the intersection of a finite family of closed convex
subsets of a Hilbert space is researched in the present paper. In
the case of the number of the component functions is huge, the
incremental projection methods are frequently used. Recently, we
have proposed a new incremental gradient projection algorithm for
this optimization problem. The new algorithm is parameterized by a
single nonnegative constant \(\mu\). And the algorithm is proved to
converge to an optimal solution if the dimensional of the Hilbert
space is finite the step size is diminishing (such as
\(\alpha_n=\mathcal{O}(1/n)\)). In this paper, the algorithm is
modified by employing the constant and the dynamic stepsize, and
the corresponding convergence properties are analyzed.
SN - ISSN 2008-1901
UR - http://dx.doi.org/10.22436/jnsa.011.07.05
DO - 10.22436/jnsa.011.07.05
ID - Wu2018
ER -