A new self-adaptive CQ algorithm with an application to the LASSO problem

Authors: Vũ Tiến Dũng, Phạm Kỳ Anh, Nguyễn Thế Vinh,

https://doi.org/10.1007/s11784-018-0620-8

Publisher, magazine: ,

Publication year: 2018

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Abstract

In this paper, we introduce a new self-adaptive CQ algorithm for solving split feasibility problems in real Hilbert spaces. The algorithm is designed, such that the stepsizes are directly computed at each iteration. We also consider the corresponding relaxed CQ algorithm for the proposed method. Under certain mild conditions, we establish weak convergence of the proposed algorithm as well as strong convergence of its hybrid-type variant. Finally, numerical examples illustrating the efficiency of our algorithm in solving the LASSO problem are presented.

Tags: Split feasibility problem; variational inequality; fixed point problem; monotone operator; weak convergence; strong convergence.