Regularized HPE-type methods for solving monotone inclusions with improved pointwise iteration-complexity bounds
Optimization and Control
2015-09-09 v1
Abstract
This paper studies the iteration-complexity of new regularized hybrid proximal extragradient (HPE)-type methods for solving monotone inclusion problems (MIPs). The new (regularized HPE-type) methods essentially consist of instances of the standard HPE method applied to regularizations of the original MIP. It is shown that its pointwise iteration-complexity considerably improves the one of the HPE method while approaches (up to a logarithmic factor) the ergodic iteration-complexity of the latter method.
Cite
@article{arxiv.1509.02255,
title = {Regularized HPE-type methods for solving monotone inclusions with improved pointwise iteration-complexity bounds},
author = {Maicon Marques Alves and Renato D. C. Monteiro and Benar F. Svaiter},
journal= {arXiv preprint arXiv:1509.02255},
year = {2015}
}