Convergence analysis of a variable metric forward-backward splitting algorithm with applications
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Abstract: The forward-backward splitting algorithm is a popular operator-splitting method for solving monotone inclusion of the sum of a maximal monotone operator and a cocoercive operator. In this paper, we present a new convergence analysis of a variable metric forward-backward splitting algorithm with extended relaxation parameters in real Hilbert spaces. We prove that this algorithm is weakly convergent when certain weak conditions are imposed upon the relaxation parameters. Consequently, we recover the forward-backward splitting algorithm with variable step sizes. As an application, we obtain a variable metric forward-backward splitting algorithm for solving the minimization problem of the sum of two convex functions, where one of them is differentiable with a Lipschitz continuous gradient. Furthermore, we discuss the applications of this algorithm to the fundamental of the variational inequalities problem, constrained convex minimization problem, and split feasibility problem. Numerical experimental results on LASSO problem in statistical learning demonstrate the effectiveness of the proposed iterative algorithm.
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Cited in
(9)- Almost sure convergence of the forward-backward-forward splitting algorithm
- An elementary proof of convergence for the forward-backward splitting algorithm
- Variable metric forward-backward splitting with applications to monotone inclusions in duality
- Relaxed forward-backward splitting methods for solving variational inclusions and applications
- The Variable Metric Forward-Backward Splitting Algorithm Under Mild Differentiability Assumptions
- Novel algorithms based on forward-backward splitting technique: effective methods for regression and classification
- Convergence of an Inertial Shadow Douglas-Rachford Splitting Algorithm for Monotone Inclusions
- A relaxation of the parameter in the forward-backward splitting method
- Metric selection in fast dual forward-backward splitting
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