Tseng's Algorithm with Extrapolation from the Past Endowed with Variable Metrics and Error Terms
Optimization and Control
2022-07-25 v1
Abstract
In this paper, we propose a variable metric version of Tseng's algorithm (the forward-backward-forward algorithm: FBF) combined with extrapolation from the past that includes error terms for finding a zero of the sum of a maximally monotone operator and a monotone Lipschitzian operator in Hilbert spaces. This can be seen as the optimistic gradient descent ascent (OGDA) algorithm endowed with variable metrics and error terms. Primal-dual algorithms are also proposed for monotone inclusion problems involving compositions with linear operators. The primal-dual problem occurring in image deblurring demonstrates an application of our theoretical results.
Cite
@article{arxiv.2207.11107,
title = {Tseng's Algorithm with Extrapolation from the Past Endowed with Variable Metrics and Error Terms},
author = {Buris Tongnoi},
journal= {arXiv preprint arXiv:2207.11107},
year = {2022}
}
Comments
27 pages, 4 Figures, 6 Tables