Convex Optimization over Fixed Value Point Set of Quasi-Nonexpansive Random Operators on Hilbert Spaces

Abstract

In this paper, a new optimization framework is defined that includes the optimization framework recently proposed in [1]-[2] as a special case. The convex optimization in [1]-[2] includes centralized optimization and distributed optimization over random networks, so does the optimization defined here. It is shown that the proposed algorithm in [2] converges almost surely and in mean square to a solution of the optimization problem here under suitable assumptions.