Envelope stepsize control for iterative algorithms based on Fejer processes with attractants

摘要

Fejer processes are frequently used models for many iterative algorithms in optimization and related areas. They can be combined with different kinds of decomposition schemes and generate various projectiontype methods suitable for parallel computations. This paper reviews some recent results on Fejer processes with diminishing disturbances and suggests a new adaptive parameter-free stepsize control rule for such algorithms.