论文标题
寄生收集图和应用程序的随机迭代到可行性问题
Random iterations of paracontraction maps and applications to feasibility problems
论文作者
论文摘要
在本文中,我们考虑了在概率空间上索引的一系列寄生物收缩图的几乎肯定的固定点的问题,我们称这是随机可行性问题。我们表明,只要存在解决方案,就会构成偏僻的固定序列驱动的副派收集图的随机迭代,概率为概率。作为应用,我们获得了非白噪声随机算法来解决随机凸的可行性问题,以及找到最大单调算子收集的几乎肯定是肯定的零的问题。
In this paper, we consider the problem of finding an almost surely common fixed point of a family of paracontraction maps indexed on a probability space, which we refer to as the stochastic feasibility problem. We show that a random iteration of paracontraction maps driven by an ergodic stationary sequence converges, with probability one, to a solution of the stochastic feasibility problem, provided a solution exists. As applications, we obtain non-white noise randomized algorithms to solve the stochastic convex feasibility problem and the problem of finding an almost surely common zero of a collection of maximal monotone operators.