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Strong convergence of the forward–backward splitting method with multiple parameters in Hilbert spaces

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Abstract Many problems arising from machine learning, signal & image recovery, and compressed sensing can be casted into a monotone inclusion problem for finding a zero of the sum of… Click to show full abstract

Abstract Many problems arising from machine learning, signal & image recovery, and compressed sensing can be casted into a monotone inclusion problem for finding a zero of the sum of two monotone operators. The forward–backward splitting algorithm is one of the most powerful and successful methods for solving such a problem. However, this algorithm has only weak convergence in the infinite dimensional settings. In this paper, we propose a new modification of the FBA so that it possesses a norm convergent property. Moreover, we establish two strong convergence theorems of the proposed algorithms under more general conditions.

Keywords: splitting method; convergence; convergence forward; forward backward; backward splitting; strong convergence

Journal Title: Optimization
Year Published: 2018

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