A parallel inertial proximal optimization method
Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Numerical optimization and variational techniques (65K10) Parallel algorithms in computer science (68W10) Convex programming (90C25)
The authors study an extension of the Douglas-Rachford algorithm including inertia parameters. They develop parallel versions to analyze the case of a sum of an arbitrary number of maximal operators. The results are proved in a step by step manner. Furthermore, an application is given to convex optimization as well as connections with some other parallel splitting optimization algorithms are provided. The paper concludes with some numerical experiments relative to an image restoration problem with main goal to evaluate the performance of the algorithm studied in the paper.
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- An inertial subgradient extragradient algorithm with adaptive stepsizes for variational inequality problems
- Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Parallel inertial proximal algorithm with applications to image recovery problems
- Relaxed and inertial nonlinear forward-backward algorithm
- An inertial forward-backward algorithm for monotone inclusions
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