Steepest-Descent Approach to Triple Hierarchical Constrained Optimization Problems

We introduce and analyze a hybrid steepest-descent algorithm by combining Korpelevich’s extragradient method, the steepest-descent method, and the averaged mapping approach to the gradient-projection algorithm. It is proven that under appropriate assumptions, the proposed algorithm converges strongl...

Full description

Saved in:
Bibliographic Details
Main Authors: Lu-Chuan Ceng, Cheng-Wen Liao, Chin-Tzong Pang, Ching-Feng Wen
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/264965
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We introduce and analyze a hybrid steepest-descent algorithm by combining Korpelevich’s extragradient method, the steepest-descent method, and the averaged mapping approach to the gradient-projection algorithm. It is proven that under appropriate assumptions, the proposed algorithm converges strongly to the unique solution of a triple hierarchical constrained optimization problem (THCOP) over the common fixed point set of finitely many nonexpansive mappings, with constraints of finitely many generalized mixed equilibrium problems (GMEPs), finitely many variational inclusions, and a convex minimization problem (CMP) in a real Hilbert space.
ISSN:1085-3375
1687-0409