Inertial Douglas-Rachford splitting for monotone inclusion problems

DOI10.1016/j.amc.2015.01.017zbMath1338.65145arXiv1403.3330OpenAlexW2048408528MaRDI QIDQ299664

Christopher Hendrich, Ernö Robert Csetnek, Radu Ioan Boţ

Publication date: 22 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.3330

zbMATH Keywords

convex optimizationprimal-dual algorithminertial splitting algorithmDouglas-Rachford splittingKrasnosel'skiĭ-Mann algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Iterative procedures involving nonlinear operators (47J25) Numerical solutions to equations with nonlinear operators (65J15)

Related Items

Modified accelerated algorithms for solving variational inequalities ⋮ An inertial proximal alternating direction method of multipliers for nonconvex optimization ⋮ Penalty schemes with inertial effects for monotone inclusion problems ⋮ Inertial algorithm with self-adaptive step size for split common null point and common fixed point problems for multivalued mappings in Banach spaces ⋮ A General Inertial Proximal Point Algorithm for Mixed Variational Inequality Problem ⋮ Convergence analysis of new inertial method for the split common null point problem ⋮ A Hybrid Proximal-Extragradient Algorithm with Inertial Effects ⋮ Inertial Proximal ADMM for Linearly Constrained Separable Convex Optimization ⋮ An inertial subgradient extragradient algorithm with adaptive stepsizes for variational inequality problems ⋮ Reflected three-operator splitting method for monotone inclusion problem ⋮ Linear Convergence for Quasi-Variational Inequalities with Inertial Projection-Type Method ⋮ Parallel Normal S-Iteration Methods with Applications to Optimization Problems ⋮ Weak and linear convergence of a generalized proximal point algorithm with alternating inertial steps for a monotone inclusion problem ⋮ Unnamed Item ⋮ Two inertial-type algorithms for solving the split feasibility problem ⋮ Inertial proximal point algorithm for the split common solution problem of monotone operator equations ⋮ Perturbation Resilience of Self-Adaptive Step-Size Algorithms for Solving Split Variational Inclusion Problems and their Applications ⋮ Nonlinear forward-backward splitting with momentum correction ⋮ On some novel methods for solving the generalized Fermat-Torricelli problem in Hilbert spaces ⋮ Unnamed Item ⋮ Quasi-Nonexpansive Iterations on the Affine Hull of Orbits: From Mann's Mean Value Algorithm to Inertial Methods ⋮ An inertial self-adaptive iterative algorithm for finding the common solutions to split feasibility and fixed point problems in specific Banach spaces ⋮ Inertial accelerated steepest descent algorithm for generalized split common fixed point problems ⋮ A new self adaptive Tseng's extragradient method with double-projection for solving pseudomonotone variational inequality problems in Hilbert spaces ⋮ Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems ⋮ On Proximal Algorithms with Inertial Effects Beyond Monotonicity ⋮ An inertial primal‐dual fixed point algorithm for composite optimization problems ⋮ A fast inertial primal-dual algorithm to composite optimization models with application to image restoration problems ⋮ Multi-step inertial forward-backward-half forward algorithm for solving monotone inclusion ⋮ A forward-backward algorithm with different inertial terms for structured non-convex minimization problems ⋮ Image restorations using a modified relaxed inertial technique for generalized split feasibility problems ⋮ A partially inertial customized Douglas-Rachford splitting method for a class of structured optimization problems ⋮ An accelerated forward-backward-half forward splitting algorithm for monotone inclusion with applications to image restoration ⋮ Unnamed Item ⋮ Inertial approximation method for split variational inclusion problem in Banach spaces ⋮ Unnamed Item ⋮ A generic online acceleration scheme for optimization algorithms via relaxation and inertia ⋮ Inertial methods for fixed point problems and zero point problems of the sum of two monotone mappings ⋮ Approximating solutions of split equality of some nonlinear optimization problems using an inertial algorithm ⋮ Mann-type algorithms for variational inequality problems and fixed point problems ⋮ Inertial extragradient method via viscosity approximation approach for solving equilibrium problem in Hilbert space ⋮ On the optimal relaxation parameters of Krasnosel'ski–Mann iteration ⋮ Convergence Rate Analysis of Inertial Krasnoselskii–Mann Type Iteration with Applications ⋮ A forward–backward penalty scheme with inertial effects for monotone inclusions. Applications to convex bilevel programming ⋮ Convergence Theorems and Convergence Rates for the General Inertial Krasnosel’skiǐ–Mann Algorithm ⋮ New algorithms for the split variational inclusion problems and application to split feasibility problems ⋮ Proximal type algorithms involving linesearch and inertial technique for split variational inclusion problem in hilbert spaces with applications ⋮ SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD ⋮ An inertial relaxed CQ algorithm with an application to the LASSO and elastic net ⋮ Incremental proximal gradient scheme with penalization for constrained composite convex optimization problems ⋮ Self-Adaptive Inertial Projection and Contraction Algorithm for Monotone Variational Inequality ⋮ An inertial Mann algorithm for nonexpansive mappings ⋮ Modified Tseng's extragradient algorithms for variational inequality problems ⋮ An inertial based forward-backward algorithm for monotone inclusion problems and split mixed equilibrium problems in Hilbert spaces ⋮ An inertial iterative algorithm for generalized equilibrium problems and Bregman relatively nonexpansive mappings in Banach spaces ⋮ Regularization proximal method for monotone variational inclusions ⋮ New inertial factors of the Krasnosel'skiĭ-Mann iteration ⋮ New inertial projection methods for solving multivalued variational inequality problems beyond monotonicity ⋮ An inertial forward-backward algorithm for the minimization of the sum of two nonconvex functions ⋮ An inertial-like proximal algorithm for equilibrium problems ⋮ Convergence of inexact quasisubgradient methods with extrapolation ⋮ Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics ⋮ An inertial S-iteration process ⋮ Convergence analysis of two-step inertial Douglas-Rachford algorithm and application ⋮ Iterative regularization methods with new stepsize rules for solving variational inclusions ⋮ Applications of accelerated computational methods for quasi-nonexpansive operators to optimization problems ⋮ Inertial algorithm for approximating a common fixed point for a countable family of relatively nonexpansive maps ⋮ Two projection algorithms for the common solution of the monotone inclusion, the fixed point and the null point problems in Hilbert spaces ⋮ Bounded perturbation resilience of the viscosity algorithm ⋮ An inertial Tseng's type proximal algorithm for nonsmooth and nonconvex optimization problems ⋮ Parametric PSF estimation based on recursive SURE for sparse deconvolution ⋮ Inertial proximal alternating minimization for nonconvex and nonsmooth problems ⋮ Convergence rates for forward-backward dynamical systems associated with strongly monotone inclusions ⋮ An explicit extragradient algorithm for solving variational inequalities ⋮ An improved inertial extragradient subgradient method for solving split variational inequality problems ⋮ New strong convergence theorem of the inertial projection and contraction method for variational inequality problems ⋮ An efficient projection-type method for monotone variational inequalities in Hilbert spaces ⋮ Inertial viscosity iterative method for solving pseudo-monotone variational inequality problems and fixed point problems ⋮ Inertial projection and contraction methods for split feasibility problem applied to compressed sensing and image restoration ⋮ Convergence analysis for the proximal split feasibility problem using an inertial extrapolation term method ⋮ An inertial method for solving split common fixed point problems ⋮ A strong convergence result involving an inertial forward-backward algorithm for monotone inclusions ⋮ An inertial forward-backward algorithm for monotone inclusions ⋮ General inertial proximal gradient method for a class of nonconvex nonsmooth optimization problems ⋮ A parameterized Douglas-Rachford algorithm ⋮ Forward-partial inverse-half-forward splitting algorithm for solving monotone inclusions ⋮ On inexact relative-error hybrid proximal extragradient, forward-backward and Tseng's modified forward-backward methods with inertial effects ⋮ Inertial algorithms for a system of equilibrium problems and fixed point problems ⋮ MiKM: multi-step inertial Krasnosel'skiǐ-Mann algorithm and its applications ⋮ New Tseng-degree gradient method in variational inequality problem ⋮ Inertial iterative method for solving variational inequality problems of pseudo-monotone operators and fixed point problems of nonexpansive mappings in Hilbert spaces ⋮ Inertial projection and contraction algorithms for variational inequalities ⋮ Convergence of a relaxed inertial proximal algorithm for maximally monotone operators ⋮ A modified inertial three-term conjugate gradient projection method for constrained nonlinear equations with applications in compressed sensing ⋮ A hybrid inertial and contraction proximal point algorithm for monotone variational inclusions ⋮ An inertial type iterative method with Armijo linesearch for nonmonotone equilibrium problems ⋮ A new strong convergence for solving split variational inclusion problems ⋮ Global and linear convergence of alternated inertial methods for split feasibility problems ⋮ Inertial subgradient extragradient algorithms with line-search process for solving variational inequality problems and fixed point problems ⋮ Iterative method with inertial for variational inequalities in Hilbert spaces ⋮ Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping ⋮ Convergence rates for an inertial algorithm of gradient type associated to a smooth non-convex minimization ⋮ Effect of shrinking projection and CQ-methods on two inertial forward-backward algorithms for solving variational inclusion problems ⋮ An inertial subgradient-type method for solving single-valued variational inequalities and fixed point problems ⋮ Gradient-type penalty method with inertial effects for solving constrained convex optimization problems with smooth data ⋮ Modified inertial Mann algorithm and inertial CQ-algorithm for nonexpansive mappings ⋮ An inertial proximal-gradient penalization scheme for constrained convex optimization problems ⋮ Proximal primal-dual best approximation algorithm with memory ⋮ A self-adaptive projection method with an inertial technique for split feasibility problems in Banach spaces with applications to image restoration problems ⋮ A self adaptive inertial subgradient extragradient algorithm for variational inequality and common fixed point of multivalued mappings in Hilbert spaces ⋮ Convergence analysis of an inertial accelerated iterative algorithm for solving split variational inequality problem ⋮ Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions ⋮ A novel inertial projection and contraction method for solving pseudomonotone variational inequality problems ⋮ Modified subgradient extragradient method for variational inequality problems ⋮ Inertial extragradient algorithms for strongly pseudomonotone variational inequalities ⋮ A second-order adaptive Douglas-Rachford dynamic method for maximal \(\alpha\)-monotone operators ⋮ A new shrinking projection algorithm for a generalized mixed variational-like inequality problem and asymptotically quasi-\(\phi\)-nonexpansive mapping in a Banach space ⋮ Strong convergence theorems for solving variational inequality problems with pseudo-monotone and non-Lipschitz operators ⋮ A unified algorithm for solving split generalized mixed equilibrium problem, and for finding fixed point of nonspreading mapping in Hilbert spaces ⋮ A new inertial double-projection method for solving variational inequalities ⋮ New convergence results for inertial Krasnoselskii-Mann iterations in Hilbert spaces with applications ⋮ An inertial extrapolation method for solving generalized split feasibility problems in real Hilbert spaces ⋮ Multi-step inertial Krasnosel'skiǐ-Mann iteration with new inertial parameters arrays ⋮ Second Order Forward-Backward Dynamical Systems For Monotone Inclusion Problems ⋮ New inertial relaxed method for solving split feasibilities ⋮ Relative-error inertial-relaxed inexact versions of Douglas-Rachford and ADMM splitting algorithms ⋮ A parameterized three-operator splitting algorithm and its expansion ⋮ Inertial iterative algorithms for common solution of variational inequality and system of variational inequalities problems ⋮ Inertial projection-type methods for solving quasi-variational inequalities in real Hilbert spaces ⋮ Convergence of relaxed inertial subgradient extragradient methods for quasimonotone variational inequality problems ⋮ A Gauss-Seidel type inertial proximal alternating linearized minimization for a class of nonconvex optimization problems ⋮ Fast generalized Nash equilibrium seeking under partial-decision information ⋮ Inertial Krasnosel'skiǐ-Mann type hybrid algorithms for solving hierarchical fixed point problems ⋮ Inertial forward-backward splitting method in Banach spaces with application to compressed sensing. ⋮ New strong convergence method for the sum of two maximal monotone operators ⋮ Strong convergence of an inertial iterative algorithm for variational inequality problem, generalized equilibrium problem, and fixed point problem in a Banach space ⋮ The extragradient algorithm with inertial effects for solving the variational inequality ⋮ Inertial KM-type extragradient scheme for solving a variational inequality and a hierarchical fixed point problems ⋮ Krasnoselski-Mann-type inertial method for solving split generalized mixed equilibrium and hierarchical fixed point problems ⋮ The inertial relaxed algorithm with Armijo-type line search for solving multiple-sets split feasibility problem ⋮ An inertial type algorithm for extended split equality variational inclusion and fixed point problems ⋮ Convergence analysis of projection method for variational inequalities ⋮ Application of a new accelerated algorithm to regression problems ⋮ Four-operator splitting via a forward-backward-half-forward algorithm with line search ⋮ Projection method with inertial step for nonlinear equations: application to signal recovery ⋮ Convergence results of two-step inertial proximal point algorithm ⋮ Inertial Tseng's extragradient method for solving variational inequality problems of pseudo-monotone and non-Lipschitz operators ⋮ An inertial proximal partially symmetric ADMM-based algorithm for linearly constrained multi-block nonconvex optimization problems with applications ⋮ Convergence of a relaxed inertial forward-backward algorithm for structured monotone inclusions ⋮ An inertial semi-forward-reflected-backward splitting and its application ⋮ An inertial forward-backward-forward primal-dual splitting algorithm for solving monotone inclusion problems

Uses Software

• iPiano

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Smooth minimization of non-smooth functions
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
• Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
• Asymptotics for some proximal-like method involving inertia and memory aspects
• Convergence theorems for inertial KM-type algorithms
• Conjugate duality in convex optimization
• Convergence of a splitting inertial proximal method for monotone operators
• A first-order primal-dual algorithm for convex problems with applications to imaging
• A splitting algorithm for dual monotone inclusions involving cocoercive operators
• Convergence analysis for a primal-dual monotone + skew splitting algorithm with applications to total variation minimization
• On the convergence rate improvement of a primal-dual splitting algorithm for solving monotone inclusion problems
• From Hahn--Banach to monotonicity
• On the maximal monotonicity of subdifferential mappings
• iPiano: Inertial Proximal Algorithm for Nonconvex Optimization
• Solving a Generalized Heron Problem by Means of Convex Analysis
• On Weak Convergence of the Douglas–Rachford Method
• Applications of variational analysis to a generalized Heron problem
• Regularity conditions via generalized interiority notions in convex optimization: New achievements and their relation to some classical statements
• A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality
• On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
• Convergence of New Inertial Proximal Methods for DC Programming
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• Monotone Operators and the Proximal Point Algorithm
• On the Minimizing Property of a Second Order Dissipative System in Hilbert Spaces
• Weak Convergence of a Relaxed and Inertial Hybrid Projection-Proximal Point Algorithm for Maximal Monotone Operators in Hilbert Space
• Solving monotone inclusions via compositions of nonexpansive averaged operators
• A Dynamical Approach to an Inertial Forward-Backward Algorithm for Convex Minimization
• A Primal-Dual Splitting Algorithm for Finding Zeros of Sums of Maximal Monotone Operators
• A Douglas--Rachford Type Primal-Dual Method for Solving Inclusions with Mixtures of Composite and Parallel-Sum Type Monotone Operators
• Convex analysis and monotone operator theory in Hilbert spaces
• An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping