Article ID: | iaor20126031 |
Volume: | 26 |
Issue: | 2 |
Start Page Number: | 248 |
End Page Number: | 264 |
Publication Date: | May 2001 |
Journal: | Mathematics of Operations Research |
Authors: | Bauschke Heinz H, Combettes Patrick L |
Keywords: | iterative methods, Hilbert space |
We consider a wide class of iterative methods arising in numerical mathematics and optimization that are known to converge only weakly. Exploiting an idea originally proposed by Haugazeau, we present a simple modification of these methods that makes them strongly convergent without additional assumptions. Several applications are discussed.