descent methods for convex optimization problems in banach spaces在巴拿赫空间凸优化问题的方法.pdfVIP

DESCENT METHODS FOR CONVEX OPTIMIZATION PROBLEMS IN BANACH SPACES M. S. S. ALI Received 3 November 2004 and in revised form 22 July 2005 We consider optimization problems in Banach spaces, whose cost functions are convex and smooth, but do not possess strengthened convexity properties. We propose a general class of iterative methods, which are based on combining descent and regularization ap- proaches and provide strong convergence of iteration sequences to a solution of the initial problem. 1. Introduction A great number of problems arising in mathematical physics, economics, engineering, and other fields can be formulated as the optimization problem. Find a point x ∗ in a convex and closed subset D of a Banach space E such that ∗ f x ≤ f (x ) ∀x ∈ D, (1.1) or briefly, min −→ f (x ), (1.2) x ∈D where f : E → R is a convex function; see, for example, [ 1, 2, 8] and the references therein. It is well known that standard iterative methods for solving (1.2), which are designed for finite-dimensional optimization problems, cannot guarantee strong convergence of their iteration sequences to a solution of the initial problem if the cost function does not possess strengthened convexity properties such as strong convexity. Usually, these methods provide only weak convergence to a solution. However, such a convergence is not satisfactory for many real problems, which are ill-posed in general, since even small perturbations of the initial data may cause great changes in solutions. These questions are crucial for developing stable solution methods. Strong convergence ensuring stability and continuous dependence of the initial data can be obtained via the regularization approach Copyright © 2005 Hi