A Weak-to-Strong Convergence Principle for Fejér-Monotone Methods in Hilbert Spaces
Heinz H. Bauschke, Patrick L. Combettes · Mathematics of Operations Research · 2001
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.