2017
DOI: 10.22436/jnsa.010.08.07
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Relaxed inertial accelerated algorithms for solving split equality feasibility problem

Abstract: In this paper, we study the split equality feasibility problem and present two algorithms for solving the problem with special structure. We prove the weak convergence of these algorithms under mild conditions. Especially, the selection of stepsize is only dependent on the information of current iterative points, but independent from the prior knowledge of operator norms. These algorithms provide new ideas for solving the split equality feasibility problem. Numerical results demonstrate the feasibility and eff… Show more

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Cited by 10 publications
(10 citation statements)
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References 15 publications
(13 reference statements)
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“…Fixing , , the subproblem can be obtained by solving the following minimization problem. Recently, various acceleration techniques of iterative algorithms are proposed [55][56][57][58][59][60][61][62][63]. For this subproblem, in order to accelerate the convergence of the above iteration, we adopt the acceleration technique in [55] to solve it.…”
Section: Alternating Minimization Methodsmentioning
confidence: 99%
“…Fixing , , the subproblem can be obtained by solving the following minimization problem. Recently, various acceleration techniques of iterative algorithms are proposed [55][56][57][58][59][60][61][62][63]. For this subproblem, in order to accelerate the convergence of the above iteration, we adopt the acceleration technique in [55] to solve it.…”
Section: Alternating Minimization Methodsmentioning
confidence: 99%
“…It is obvious that when θ = , φ θ reduces to the famous CHKS smoothing function, θ = , φ θ reduces to the famous Fischer-Burmeister smoothing function. As we all know, these two smoothing functions and their variants have been widely used in designing smoothing-type methods for solving mathematical programming problems, such as the nonlinear complementarity problems (NCPs) [16][17][18][19][20][21][22], the second-order cone complementarity problems(SOCCPs) [23][24][25][26][27][28][29], the second-order cone programming (SOCP) [30][31][32][33][34][35][36][37][38][39].…”
Section: Smoothing Function and Its Propertiesmentioning
confidence: 99%
“…Nonlinear least squares is an optimization method used to solve nonlinear problems [1][2][3][4]. Sequential quadratic programming is another important and effective optimization method [5][6][7]. A nonlinear least squares problem can be transformed into a sequential quadratic programming model and then solved [8][9][10][11].…”
Section: Introductionmentioning
confidence: 99%