{ "id": "2008.04831", "version": "v1", "published": "2020-08-11T16:26:43.000Z", "updated": "2020-08-11T16:26:43.000Z", "title": "Random iterations of paracontraction maps and applications to feasibility problems", "authors": [ "Edgar Matias", "Majela Pentón Machado" ], "categories": [ "math.DS", "math.OC" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2020-08-11T16:26:43.000Z" } ], "analyses": { "keywords": [ "random iteration", "stochastic feasibility problem", "applications", "ergodic stationary sequence converges", "stochastic convex feasibility problem" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }