English

Combining Strong Convergence, Values Fast Convergence and Vanishing of Gradients for a Proximal Point Algorithm Using Tikhonov Regularization in a Hilbert Space

Optimization and Control 2023-09-26 v1

Abstract

In a real Hilbert space H\mathcal{H}. Given any function ff convex differentiable whose solution set arg minHf\argmin_{\mathcal{H}}\,f is nonempty, by considering the Proximal Algorithm xk+1=prox\bkf(dxk)x_{k+1}=\text{prox}_{\b_k f}(d x_k), where 0<d<10<d<1 and (\bk)(\b_k) is nondecreasing function, and by assuming some assumptions on (\bk)(\b_k), we will show that the value of the objective function in the sequence generated by our algorithm converges in order O(1βk)\mathcal{O} \left( \frac{1}{ \beta _k} \right) to the global minimum of the objective function, and that the generated sequence converges strongly to the minimum norm element of arg minHf\argmin_{\mathcal{H}}\,f, we also obtain a convergence rate of gradient toward zero. Afterward, we extend these results to non-smooth convex functions with extended real values.

Keywords

Cite

@article{arxiv.2309.13200,
  title  = {Combining Strong Convergence, Values Fast Convergence and Vanishing of Gradients for a Proximal Point Algorithm Using Tikhonov Regularization in a Hilbert Space},
  author = {A. C. Bagy and Z. Chbani and H. Riahi},
  journal= {arXiv preprint arXiv:2309.13200},
  year   = {2023}
}