Linear convergence of gradient projection algorithm for split equality problems

Luo Yi Shi, Qamrul Hasan Ansari, Jen Chih Yao, Ching Feng Wen*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

12 Scopus citations

Abstract

In this paper, we consider the varying stepsize gradient projection algorithm (GPA) for solving the split equality problem (SEP) in Hilbert spaces, and study its linear convergence. In particular, we introduce a notion of bounded linear regularity property for the SEP, and use it to establish the linear convergence property for the varying stepsize GPA. We provide some mild sufficient conditions to ensure the bounded linear regularity property, and then conclude the linear convergence rate of the varying stepsize GPA. To the best of our knowledge, this is the first work to study the linear convergence for the SEP.

Original languageEnglish
Pages (from-to)2347-2358
Number of pages12
JournalOptimization
Volume67
Issue number12
DOIs
StatePublished - 2 Dec 2018

Bibliographical note

Publisher Copyright:
© 2018, © 2018 Informa UK Limited, trading as Taylor & Francis Group.

Keywords

  • CQ algorithm
  • Split equality problems
  • gradient projection algorithm
  • linear convergence

ASJC Scopus subject areas

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

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