On the convergence of the forward–backward splitting method with linesearches

DOI10.1080/10556788.2016.1214959zbMATH Open1354.65116arXiv1501.02501OpenAlexW2513710035MaRDI QIDQ2829582FDOQ2829582

T. T. A. Nghia, J. Y. Bello Cruz

Publication date: 8 November 2016

Published in: Optimization Methods \& Software (Search for Journal in Brave)

Abstract: In this paper we focus on the convergence analysis of the forward-backward splitting method for solving nonsmooth optimization problems in Hilbert spaces when the objective function is the sum of two convex functions. Assuming that one of the functions is Fr'echet differentiable and using two new linesearches, the weak convergence is established without any Lipschitz continuity assumption on the gradient. Furthermore, we obtain many complexity results of cost values at the iterates when the stepsizes are bounded below by a positive constant.

Full work available at URL: https://arxiv.org/abs/1501.02501

zbMATH Keywords

complexityweak convergenceiteration complexityArmijo-type line searchforward-backward methodnonsmooth and convex optimization problemsproximal gradient splitting method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20) Nonlinear programming (90C30)

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Cited In (48)

• Strong convergence of the forward–backward splitting algorithms via linesearches in Hilbert spaces
• A telescopic Bregmanian proximal gradient method without the global Lipschitz continuity assumption
• Forward-backward algorithm for functions with locally Lipschitz gradient: applications to mean field games
• Global complexity analysis of inexact successive quadratic approximation methods for regularized optimization under mild assumptions
• A modified forward‐backward splitting methods for the sum of two monotone operators with applications to breast cancer prediction
• A proximal gradient splitting method for solving convex vector optimization problems
• An accelerated forward-backward-half forward splitting algorithm for monotone inclusion with applications to image restoration
• Strong convergence of the forward–backward splitting method with multiple parameters in Hilbert spaces
• A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems
• Title not available (Why is that?)
• Accelerated methods with fastly vanishing subgradients for structured non-smooth minimization
• Weak convergence of an extended splitting method for monotone inclusions
• New inertial forward-backward algorithm for convex minimization with applications
• Inertial methods for fixed point problems and zero point problems of the sum of two monotone mappings
• Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems
• Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions
• Strong convergence of a forward-backward splitting method with a new step size for solving monotone inclusions
• Title not available (Why is that?)
• Title not available (Why is that?)
• A proximal interior point algorithm with applications to image processing
• Iterative methods for solving monotone variational inclusions without prior knowledge of the Lipschitz constant of the single-valued operator
• The Variable Metric Forward-Backward Splitting Algorithm Under Mild Differentiability Assumptions
• Proximal gradient algorithms under local Lipschitz gradient continuity. A convergence and robustness analysis of PANOC
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