• Title/Summary/Keyword: Convergence of projection methods

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STOCHASTIC GRADIENT METHODS FOR L2-WASSERSTEIN LEAST SQUARES PROBLEM OF GAUSSIAN MEASURES

  • YUN, SANGWOON;SUN, XIANG;CHOI, JUNG-IL
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.25 no.4
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    • pp.162-172
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    • 2021
  • This paper proposes stochastic methods to find an approximate solution for the L2-Wasserstein least squares problem of Gaussian measures. The variable for the problem is in a set of positive definite matrices. The first proposed stochastic method is a type of classical stochastic gradient methods combined with projection and the second one is a type of variance reduced methods with projection. Their global convergence are analyzed by using the framework of proximal stochastic gradient methods. The convergence of the classical stochastic gradient method combined with projection is established by using diminishing learning rate rule in which the learning rate decreases as the epoch increases but that of the variance reduced method with projection can be established by using constant learning rate. The numerical results show that the present algorithms with a proper learning rate outperforms a gradient projection method.

GENERALIZED PROJECTION AND APPROXIMATION FOR GENERALIZED VARIATIONAL INEQUALITIES SYSTEM IN BANACH SPACES

  • He, Xin-Feng;Xu, Yong-Chun;He, Zhen
    • East Asian mathematical journal
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    • v.24 no.1
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    • pp.57-65
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    • 2008
  • The approximate solvability of a generalized system for non-linear variational inequality in Hilbert spaces was studied, based on the convergence of projection methods. But little research was done in Banach space. The primary reason was that projection mapping lacked preferably property in Banach space. In this paper, we introduced the generalized projection methods. By using these methods, the results presented in this paper extended the main results of S. S. Chang [3] from Hilbert spaces to Banach space.

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STRONG CONVERGENCE OF HYBRID PROJECTION METHODS FOR QUASI-ϕ-NONEXPANSIVE MAPPINGS

  • Kang, Shin Min;Rhee, Jungsoo;Kwun, Young Chel
    • Journal of the Chungcheong Mathematical Society
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    • v.23 no.4
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    • pp.801-812
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    • 2010
  • In this paper, we consider the convergence of the shrinking projection method for quasi-$\phi$-nonexpansive mappings. Strong convergence theorems are established in a uniformly smooth and strictly convex Banach space which enjoys the Kadec-Klee property.

A NEW PROJECTION ALGORITHM FOR SOLVING A SYSTEM OF NONLINEAR EQUATIONS WITH CONVEX CONSTRAINTS

  • Zheng, Lian
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.3
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    • pp.823-832
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    • 2013
  • We present a new algorithm for solving a system of nonlinear equations with convex constraints which combines proximal point and projection methodologies. Compared with the existing projection methods for solving the problem, we use a different system of linear equations to obtain the proximal point; and moreover, at the step of getting next iterate, our projection way and projection region are also different. Based on the Armijo-type line search procedure, a new hyperplane is introduced. Using the separate property of hyperplane, the new algorithm is proved to be globally convergent under much weaker assumptions than monotone or more generally pseudomonotone. We study the convergence rate of the iterative sequence under very mild error bound conditions.

GENERALIZED SYSTEMS OF RELAXED $g-{\gamma}-r-COCOERCIVE$ NONLINEAR VARIATIONAL INEQUALITIES AND PROJECTION METHODS

  • Verma, Ram U.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.7 no.2
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    • pp.83-94
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    • 2003
  • Let K be a nonempty closed convex subset of a real Hilbert space H. Approximation solvability of a system of nonlinear variational inequality (SNVI) problems, based on the convergence of projection methods, is given as follows: find elements $x^*,\;y^*{\in}H$ such that $g(x^*),\;g(y^*){\in}K$ and $$<\;{\rho}T(y^*)+g(x^*)-g(y^*),\;g(x)-g(x^*)\;{\geq}\;0\;{\forall}\;g(x){\in}K\;and\;for\;{\rho}>0$$ $$<\;{\eta}T(x^*)+g(y^*)-g(x^*),\;g(x)-g(y^*)\;{\geq}\;0\;{\forall}g(x){\in}K\;and\;for\;{\eta}>0,$$ where T: $H\;{\rightarrow}\;H$ is a relaxed $g-{\gamma}-r-cocoercive$ and $g-{\mu}-Lipschitz$ continuous nonlinear mapping on H and g: $H{\rightarrow}\;H$ is any mapping on H. In recent years general variational inequalities and their algorithmic have assumed a central role in the theory of variational methods. This two-step system for nonlinear variational inequalities offers a great promise and more new challenges to the existing theory of general variational inequalities in terms of applications to problems arising from other closely related fields, such as complementarity problems, control and optimizations, and mathematical programming.

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Sparse-View CT Image Recovery Using Two-Step Iterative Shrinkage-Thresholding Algorithm

  • Chae, Byung Gyu;Lee, Sooyeul
    • ETRI Journal
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    • v.37 no.6
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    • pp.1251-1258
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    • 2015
  • We investigate an image recovery method for sparse-view computed tomography (CT) using an iterative shrinkage algorithm based on a second-order approach. The two-step iterative shrinkage-thresholding (TwIST) algorithm including a total variation regularization technique is elucidated to be more robust than other first-order methods; it enables a perfect restoration of an original image even if given only a few projection views of a parallel-beam geometry. We find that the incoherency of a projection system matrix in CT geometry sufficiently satisfies the exact reconstruction principle even when the matrix itself has a large condition number. Image reconstruction from fan-beam CT can be well carried out, but the retrieval performance is very low when compared to a parallel-beam geometry. This is considered to be due to the matrix complexity of the projection geometry. We also evaluate the image retrieval performance of the TwIST algorithm -sing measured projection data.

Digital Video Warping for Convergence of Projection TV Receivers (프로젝션 TV에서의 광학적 왜곡 보정 알고리즘)

  • Hwang, Kyu-Young;Shin, Hyun-Chool;Woong Seo;Song, Woo-Jin
    • Proceedings of the IEEK Conference
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    • 2001.09a
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    • pp.535-538
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    • 2001
  • In this paper, we present a novel method to solve the inevitable RGB beam mismatch problem in projection TV receivers. Conventional methods solve the mismatch problem by directly controlling the cathode ray tube (CRT) using the convergence yoke (CY). Unlike conventional methods, the proposed method is based on digital video processing using image warping techniques. Firstly RGB beam projection paths are mathematically modeled. Then based on the modeling, the input video signal to CRT is prewarped so that RGB beams are landed at the same point on the screen. Since the proposed method is based on a digital video processing instead of using CY, it can outperform the conventional method in terms of quality and cost. The experimental results with a real 60´projection TV demonstrate that the proposed method indeed produces converged images on the projection TV screen.

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ON THE CONVERGENCE OF HYBRID PROJECTION METHODS FOR ASYMPTOTICALLY PSEUDOCONTRACTIVE MAPPINGS IN THE INTERMEDIATE SENSE

  • Cho, Sun-Young;Kang, Shin-Min;Qin, Xiaolong
    • Communications of the Korean Mathematical Society
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    • v.26 no.3
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    • pp.473-482
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    • 2011
  • In this paper, mappings which are asymptotically pseudo-contractive in the intermediate sense are considered based on a hybrid projection method. Strong convergence theorems of fixed points are established in the framework of Hilbert spaces.

THE SHRINKING PROJECTION METHODS FOR HEMI-RELATIVELY NONEXPANSIVE MAPPINGS, VARIATIONAL INEQUALITIES AND EQUILIBRIUM PROBLEMS

  • Wang, Zi-Ming;Kang, Mi Kwang;Cho, Yeol Je
    • Communications of the Korean Mathematical Society
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    • v.28 no.1
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    • pp.191-207
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    • 2013
  • In this paper, we introduce the shrinking projection method for hemi-relatively nonexpansive mappings to find a common solution of variational inequality problems and equilibrium problems in uniformly convex and uniformly smooth Banach spaces and prove some strong convergence theorems to the common solution by using the proposed method.

GRADIENT PROJECTION METHODS FOR THE n-COUPLING PROBLEM

  • Kum, Sangho;Yun, Sangwoon
    • Journal of the Korean Mathematical Society
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    • v.56 no.4
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    • pp.1001-1016
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    • 2019
  • We are concerned with optimization methods for the $L^2$-Wasserstein least squares problem of Gaussian measures (alternatively the n-coupling problem). Based on its equivalent form on the convex cone of positive definite matrices of fixed size and the strict convexity of the variance function, we are able to present an implementable (accelerated) gradient method for finding the unique minimizer. Its global convergence rate analysis is provided according to the derived upper bound of Lipschitz constants of the gradient function.