Convergence analysis of a variable metric forward-backward splitting algorithm with applications
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Publication:2067880
DOI10.1186/S13660-019-2097-4zbMATH Open1499.90154arXiv1809.06525OpenAlexW3105635096MaRDI QIDQ2067880FDOQ2067880
Chuanxi Zhu, Yu-Chao Tang, Fuying Cui
Publication date: 19 January 2022
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1809.06525
Numerical mathematical programming methods (65K05) Convex programming (90C25) Monotone operators and generalizations (47H05)
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