A hybrid proximal-extragradient algorithm with inertial effects
Functional Analysis
2014-07-02 v1 Numerical Analysis
Optimization and Control
Abstract
We incorporate inertial terms in the hybrid proximal-extragradient algorithm and investigate the convergence properties of the resulting iterative scheme designed for finding the zeros of a maximally monotone operator in real Hilbert spaces. The convergence analysis relies on extended Fej\'er monotonicity techniques combined with the celebrated Opial Lemma. We also show that the classical hybrid proximal-extragradient algorithm and the inertial versions of the proximal point, the forward-backward and the forward-backward-forward algorithms can be embedded in the framework of the proposed iterative scheme.
Cite
@article{arxiv.1407.0214,
title = {A hybrid proximal-extragradient algorithm with inertial effects},
author = {Radu Ioan Bot and Ernö Robert Csetnek},
journal= {arXiv preprint arXiv:1407.0214},
year = {2014}
}