The stochastic convex feasibility problem (SCFP) is the problem of finding almost common points of measurable families of closed convex subsets in reflexive and separable Banach spaces. In this paper we prove convergence criteria for two iterative algorithms devised to solve SCFPs. To do that, we first analyze the concepts of Bregman projection and Bregman function with emphasis on the properties of their local moduli of convexity. The areas of applicability of the algorithms we present include optimization problems, linear operator equations, inverse problems, etc., which can be represented as SCFPs and solved as such. Examples showing how these algorithms can be implemented are also given.
|Number of pages||39|
|Journal||Computational Optimization and Applications|
|State||Published - 2000|
Bibliographical noteFunding Information:
The work of Dan Butnariu was partially done during his visit to the Institute of Pure and Applied Mathematics (IMPA) of Rio de Janeiro, Brazil. Also, Dan Butnariu gratefully acknowledges the support of the Israel Science Foundation founded by the Israel Academy of Sciences and Humanities.
ASJC Scopus subject areas
- Control and Optimization
- Computational Mathematics
- Applied Mathematics