Strong convergence and bounded perturbation resilience of a modified proximal gradient algorithm

J Inequal Appl. 2018;2018(1):103. doi: 10.1186/s13660-018-1695-x. Epub 2018 May 2.

Abstract

The proximal gradient algorithm is an appealing approach in finding solutions of non-smooth composite optimization problems, which may only has weak convergence in the infinite-dimensional setting. In this paper, we introduce a modified proximal gradient algorithm with outer perturbations in Hilbert space and prove that the algorithm converges strongly to a solution of the composite optimization problem. We also discuss the bounded perturbation resilience of the basic algorithm of this iterative scheme and illustrate it with an application.

Keywords: Bounded perturbation resilience; Convex minimization problem; Modified proximal gradient algorithm; Strong convergence; Viscosity approximation.