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. 2017 Sep 5;2017(1):207. doi: 10.1186/s13660-017-1480-2

The regularized CQ algorithm without a priori knowledge of operator norm for solving the split feasibility problem

Ming Tian 1,2,, Hui-Fang Zhang 1
PMCID: PMC5583313  PMID: 28943737

Abstract

The split feasibility problem (SFP) is finding a point xC such that AxQ, where C and Q are nonempty closed convex subsets of Hilbert spaces H1 and H2, and A:H1H2 is a bounded linear operator. Byrne’s CQ algorithm is an effective algorithm to solve the SFP, but it needs to compute A, and sometimes A is difficult to work out. López introduced a choice of stepsize λn, λn=ρnf(xn)f(xn)2, 0<ρn<4. However, he only obtained weak convergence theorems. In order to overcome the drawbacks, in this paper, we first provide a regularized CQ algorithm without computing A to find the minimum-norm solution of the SFP and then obtain a strong convergence theorem.

Keywords: split feasibility problem, regularized CQ algorithm, minimum-norm solution, strong convergence, operator norm

Introduction

Let H1 and H2 be real Hilbert spaces and let C and Q be nonempty closed convex subsets of H1 and H2, and let A:H1H2 be a bounded linear operator. Let N and R denote the sets of positive integers and real numbers.

In 1994, Censor and Elfving [1] came up with the split feasibility problem (SFP) in finite-dimensional Hilbert spaces. In infinite-dimensional Hilbert spaces, it can be formulated as

Find xC such that AxQ, 1.1

where C and Q are nonempty closed convex subsets of H1 and H2, and A:H1H2 is a bounded linear operator. Suppose that SFP (1.1) is solvable, and let S denote its solution set. The SFP is widely applied to signal processing, image reconstruction and biomedical engineering [24].

So far, some authors have studied SFP (1.1) [517]. Others have also found a lot of algorithms to study the split equality fixed point problem and the minimization problem [1820]. Byrne’s CQ algorithm is an effective method to solve SFP (1.1). A sequence {xn}, generated by the formula

xn+1=PC(xnλnA(IPQ)Axn),n0, 1.2

where the parameters λn(0,2A2), PC:HC, and PQ:HQ, is a set of orthogonal projections.

As is well-known, Cencor and Elfving’s algorithm needs to compute A1, and Byrne’s CQ algorithm needs to compute A. However, they are difficult to calculate.

Consider the following convex minimization problem:

minxCf(x), 1.3

where

f(x)=12(IPQ)Ax2, 1.4
f(x)=A(IPQ)Ax, 1.5

f(x) is differentiable and the gradient ∇f is L-Lipschitz with L>0.

The gradient-projection algorithm [21] is the most effective method to solve (1.3). A sequence {xn} is generated by the recursive formula

xn+1=PC(Iλnf)xn,n0, 1.6

where the parameter λn(0,2L). Then we know that Byrne’s CQ algorithm is a special case of the gradient-projection algorithm.

In Byrne’s CQ algorithm, λn depends on the operator norm A. However, it is difficult to compute. In 2005, Yang [22] considered λn as follows:

λn:=ρnf(xn),

where ρn>0 and satisfies

n=0ρn=,n=0ρn2<.

In 2012, López [23] introduced λn as follows:

λn:=ρnf(xn)f(xn)2,

where 0<ρn<4. However, López’s algorithm only has weak convergence.

In 2013, Yao [24] introduced a self-adaptive method for the SFP and obtained a strong convergence theorem. However, the algorithm is difficult to work out.

In general, there are two types of algorithms to solve SFPs. One is the algorithm which depends on the norm of the operator. The other is the algorithm without a priori knowledge of the operator norm. The first type of algorithm needs to calculate A, but A is not easy to work out. The second type of algorithm also has a drawback. It always has weak convergence. If we want to obtain strong convergence, we have to use the composited iterative method, but then the algorithm is difficult to calculate. In order to overcome the drawbacks, we propose a new regularized CQ algorithm without a priori knowledge of the operator norm to solve the SFP and we obtain a strong convergence theorem.

Consider the following regularized minimization problem:

minxCfβ(x):=f(x)+β2x2, 1.7

where the regularization parameter β>0. A sequence {xn} is generated by the formula

xn+1=PC(Iλn(f+βnI))xn,n0, 1.8

where f(xn)=A(IPQ)Axn, 0<βn<1, and λn=ρnf(xn)f(xn)2, 0<ρn<4. Then, under suitable conditions, the sequence {xn} generated by (1.8) converges strongly to a point zS, where z=PS(0) is the minimum-norm solution of SFP (1.1).

Preliminaries

In this part, we introduce some lemmas and some properties that are used in the rest of the paper. Throughout this paper, let H1 and H2 be real Hilbert spaces, A:H1H2 be a bounded linear operator and I be the identity operator on H1 or H2. If f:HR is a differentiable functional, then the gradient of f is denoted by ∇f. We use the sign ‘→’ to denote strong convergence and use the sign ‘⇀’ to denote weak convergence.

Definition 2.1

See [25]

Let D be a nonempty subset of H, and let T:DH. Then T is firmly nonexpansive if

TxTy2+(IT)x(IT)y2xy2,x,yD.

Lemma 2.2

See [26]

Let T:HH be an operator. Then the following are equivalent:

  • (i)

    T is firmly nonexpansive,

  • (ii)

    IT is firmly nonexpansive,

  • (iii)

    2TI is nonexpansive,

  • (iv)

    TxTy2xy,TxTy, x,yH,

  • (v)

    0TxTy,(IT)x(IT)y.

Recall PC:HC is an orthogonal projection, where C is a nonempty closed convex subset of H. Then to each point xH, the unique point PCxC satisfies the following property:

xPCx=infyCxy=:d(x,C).

PC also has the following characteristics.

Lemma 2.3

See [27]

For a given xH,

  • (i)

    z=PCxxz,zy0, yC,

  • (ii)

    z=PCxxz2xy2yz2, yC,

  • (iii)

    PCxPCy,xyPCxPCy2, x,yH.

Lemma 2.4

See [28]

Let f be given by (1.4). Then

  • (i)

    f is convex and differential,

  • (ii)

    f(x)=A(IPQ)Ax, xH,

  • (iii)

    f is w-lsc on H,

  • (iv)

    f is A2-Lipschitz: f(x)f(y)A2xy, x,yH.

Lemma 2.5

See [29]

Let {an} be a sequence of nonnegative real numbers such that

an+1(1αn)an+αnδn,n0,

where {αn}n=0 is a sequence in (0,1) and {δn}n=0 is a sequence in R such that

  • (i)

    n=0αn=,

  • (ii)

    lim supnδn0 or n=0αn|δn|<.

Then limnan=0.

Lemma 2.6

See [30]

Let {γn}nN be a sequence of real numbers such that there exists a subsequence {γni}iN of {γn}nN such that γni<γni+1 for all iN. Then there exists a nondecreasing sequence {mk}kN of N such that limkmk= and the following properties are satisfied by all (sufficiently large) numbers kN:

γmkγmk+1,γkγmk+1.

In fact, mk is the largest number n in the set {1,,k} such that the condition

γnγn+1

holds.

Main results

In this paper, we always assume that f:HR is a real-valued convex function, where f(x)=12(IPQ)Ax2, the gradient f(x)=A(IPQ)Ax, C and Q are nonempty closed convex subsets of real Hilbert spaces H1 and H2, and A:H1H2 is a bounded linear operator.

Algorithm 3.1

Choose an initial guess x0H arbitrarily. Assume that the nth iterate xnC has been constructed and f(xn)0. Then we calculate the (n+1)th iterate xn+1 via the formula

xn+1=PC(xnλn(A(IPQ)Axn+βnxn)),n0, 3.1

where λn is chosen as follows:

λn=ρnf(xn)f(xn)2

with 0<ρn<4. If f(xn)=0, then xn+1=xn is a solution of SFP (1.1) and the iterative process stops. Otherwise, we set n:=n+1 and go to (3.1) to evaluate the next iterate xn+2.

Theorem 3.1

Suppose that S and the parameters {βn} and {ρn} satisfy the following conditions:

  • (i)

    {βn}(0,1), limnβn=0, n=1βn=,

  • (ii)

    ερn4ε for some ε>0 small enough.

Then the sequence {xn} generated by Algorithm 3.1 converges strongly to zS, where z=PS(0).

Proof

Let xS. Since minimization is an exactly fixed point of its projection mapping, we have x=PCx and Ax=PQAx.

By (3.1) and the nonexpansivity of PC, we derive

xn+1x2=PC(xnλn(A(IPQ)Axn+βnxn))PCx2(1λnβn)xnλnA(IPQ)Axnx2=λnβn(x)+(1λnβn)(xnλn1λnβnA(IPQ)Axnx)2=λnβnx2+(1λnβn)xnλn1λnβnA(IPQ)Axnx2λnβn(1λnβn)xnλn1λnβnA(IPQ)Axn2λnβnx2+(1λnβn)xnλn1λnβnA(IPQ)Axnx2. 3.2

Since PQ is firmly nonexpansive, from Lemma 2.2, we deduce that IPQ is also firmly nonexpansive. Hence, we have

A(IPQ)Axn,xnx=(IPQ)Axn,AxnAx=(IPQ)Axn(IPQ)Ax,AxnAx(IPQ)Axn2=2f(xn). 3.3

Note that f(xn)=A(IPQ)Axn. From (3.3), we obtain

xnλn1λnβnA(IPQ)Axnx2=xnx2+λn2(1λnβn)2A(IPQ)Axn22λn1λnβnA(IPQ)Axn,xnx=xnx2+λn2(1λnβn)2f(xn)22λn1λnβnf(xn),xnxxnx2+λn2(1λnβn)2f(xn)24λn1λnβnf(xn)=xnx2+1(1λnβn)2ρn2f(xn)2f(xn)4f(xn)24ρnf(xn)(1λnβn)f(xn)2f(xn)=xnx2+ρn2f(xn)2(1λnβn)2f(xn)24ρnf(xn)2(1λnβn)f(xn)2=xnx2ρn(4ρn1λnβn)f(xn)2(1λnβn)f(xn)2. 3.4

By condition (ii), without loss of generality, we assume that (4ρn1λnβn)>0 for all n0. Thus from (3.2) and (3.4), we obtain

xn+1x2λnβnx2+(1λnβn)(xnx2ρn(4ρn1λnβn)f(xn)2(1λnβn)f(xn)2)=λnβnx2+(1λnβn)xnx2ρn(4ρn1λnβn)f(xn)2f(xn)2λnβnx2+(1λnβn)xnx2max{x2,xnx2}. 3.5

Hence, {xn} is bounded.

Let z=PS0. From (3.5), we deduce

0ρn(4ρn1λnβn)f(xn)2f(xn)2λnβnz2+(1λnβn)xnz2xn+1z2. 3.6

We consider the following two cases.

Case 1. One has xn+1zxnz for every nn0 large enough.

In this case, limnxnz exists as finite and hence

limn(xn+1zxnz)=0. 3.7

This, together with (3.6), implies that

ρn(4ρn1λnβn)f(xn)2f(xn)20.

Since lim infnρn(4ρn1λnβn)ε0 (where ε0>0 is a constant), we get

f(xn)2f(xn)20.

Noting that f(xn)2 is bounded, we deduce immediately that

limnf(xn)=0. 3.8

Next, we prove that

lim supnz,xnz0. 3.9

Since {xn} is bounded, there exists a subsequence {xni} satisfying xnizˆ and

lim supnz,xnz=limiz,xniz.

By the lower semicontinuity of f, we get

0f(zˆ)lim infif(xni)=limnf(xn)=0.

So

f(zˆ)=12(IPQ)Azˆ2=0.

That is, is a minimizer of f, and zˆS. Therefore

lim supnz,xnz=limiz,xniz=z,zˆz0. 3.10

Then we have

xn+1z2=PC(xnλnA(IPQ)Axnλnβnxn)PCz2(1λnβn)xnλnA(IPQ)Axnz2=λnβn(z)+(1λnβn)(xnλn1λnβnA(IPQ)Axnz)2=(λnβn)2z2+(1λnβn)2xnλn1λnβnA(IPQ)Axnz2+2(1λnβn)λnβnxnλn1λnβnA(IPQ)Axnz,z(1λnβn)2xnz2+(λnβn)2z2+2(1λnβn)λnβnxnz,z+2λn2βnf(xn),z(1λnβn)xnz2+λnβn(λnβnz2+2(1λnβn)xnz,z+2λnf(xn)z).

Note that f(xn)2 is bounded, and that λnf(xn)=ρnf(xn)f(xn)2f(xn). Thus λnf(xn)0 by (3.8). From Lemma 2.5, we deduce that

xnz.

Case 2. There exists a subsequence {xnjz} of {xnz} such that

xnjz<xnj+1zfor all j1.

By Lemma 2.6, there exists a strictly nondecreasing sequence {mk} of positive integers such that limkmk=+ and the following properties are satisfied by all numbers kN:

xmkzxmk+1z,xkzxmk+1z. 3.11

We have

xn+1z=PC(xnλnA(IPQ)Axnλnβnxn)PCz(1λnβn)xnλnA(IPQ)Axnz=λnβn(z)+(1λnβn)(xnλn1λnβnA(IPQ)Axnz)λnβn(z)+(1λnβn)xnλn1λnβnA(IPQ)Axnzλnβnz+(1λnβn)xnz.

Consequently,

0limk(xmk+1zxmkz)lim supn(xn+1zxnz)lim supn(λnβnz+(1λnβn)xnzxnz)=lim supnλnβn(zxnz)=0.

Hence,

limk(xmk+1zxmkz)=0. 3.12

By a similar argument to that of Case 1, we prove that

lim supkz,xmkz0,xmk+1z2(1λmkβmk)xmkz2+λmkβmkσmk, 3.13

where

σmk=λmkβmkz2+2(1λmkβmk)xmkz,z+2λmkf(xmk)z.

In particular, from (3.13), we get

λmkβmkxmkz2xmkz2xmk+1z2+λmkβmkσmk. 3.14

Since xmkzxmk+1z, we deduce that

xmkz2xmk+1z20.

Then, from (3.14), we have

λmkβmkxmkz2λmkβmkσmk.

Then

lim supkxmkz2lim supkσmk0. 3.15

Then, from (3.12), we deduce that

lim supkxmk+1z=0. 3.16

Thus, from (3.11) and (3.16), we conclude that

lim supkxkzlim supkxmk+1z=0.

Therefore, xnz. This completes the proof. □

Conclusion

Recently, the SFP has been studied extensively by many authors. However, some algorithms need to compute A, and this is not an easy thing to work out. Others do not need to compute A, but the algorithms always have weak convergence. If we want to obtain strong convergence theorems, the algorithms are complex and difficult to calculate. We try to get over the drawbacks. In this article, we use the regularized CQ algorithm without computing A to find the minimum-norm solution of the SFP, where λn=ρnf(xn)f(xn)2, 0<ρn<4. Then, under suitable conditions, the explicit strong convergence theorem is obtained.

Acknowledgements

The authors thank the referees for their helping comments, which notably improved the presentation of this paper. This work was supported by the Fundamental Research Funds for the Central Universities [grant number 3122017072]. MT was supported by the Foundation of Tianjin Key Laboratory for Advanced Signal Processing. H-FZ was supported in part by the Technology Innovation Funds of Civil Aviation University of China for Graduate (Y17-39).

Footnotes

Competing interests

The authors declare that they have no competing interests.

Authors’ contributions

All the authors read and approved the final manuscript.

Publisher’s Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Contributor Information

Ming Tian, Email: tianming1963@126.com.

Hui-Fang Zhang, Email: huifangzhang109@126.com.

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