English

Inertial forward-backward algorithm with exterior penalization and Tikhonov regularization

Optimization and Control 2026-07-10 v1

Abstract

In a real Hilbertian setting, we develop in this paper numerical splitting techniques guaranteeing strong convergence to the least norm solution of constrained variational inequalities. We develop a multiscale inertial forward-backward splitting algorithm for solving constrained monotone inclusion problems with multiscale penalization and vanishing Tikhonov regularization. The proposed framework accommodates smooth, nonsmooth, and mixed smooth--nonsmooth penalty operators, providing a unified treatment of a broad class of constrained monotone inclusion problems. In this general framework, we establish weak convergence of the generated iterates. By introducing a discrete Tikhonov central path, we further prove strong convergence to the minimum-norm solution of the problem under a mild constraint qualification condition on the problem data.

Cite

@article{arxiv.2607.09495,
  title  = {Inertial forward-backward algorithm with exterior penalization and Tikhonov regularization},
  author = {Siqi Qu and Juan Peypouquet and Mathias Staudigl},
  journal= {arXiv preprint arXiv:2607.09495},
  year   = {2026}
}