Inertial Douglas-Rachford splitting for monotone inclusion problems
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Publication:299664
DOI10.1016/J.AMC.2015.01.017zbMATH Open1338.65145arXiv1403.3330OpenAlexW2048408528MaRDI QIDQ299664FDOQ299664
Authors: Radu I. Boţ, Ernö Robert Csetnek, Christopher Hendrich 
Publication date: 22 June 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Abstract: We propose an inertial Douglas-Rachford splitting algorithm for finding the set of zeros of the sum of two maximally monotone operators in Hilbert spaces and investigate its convergence properties. To this end we formulate first the inertial version of the Krasnosel'skiu{i}--Mann algorithm for approximating the set of fixed points of a nonexpansive operator, for which we also provide an exhaustive convergence analysis. By using a product space approach we employ these results to the solving of monotone inclusion problems involving linearly composed and parallel-sum type operators and provide in this way iterative schemes where each of the maximally monotone mappings is accessed separately via its resolvent. We consider also the special instance of solving a primal-dual pair of nonsmooth convex optimization problems and illustrate the theoretical results via some numerical experiments in clustering and location theory.
Full work available at URL: https://arxiv.org/abs/1403.3330
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convex optimizationinertial splitting algorithmprimal-dual algorithmDouglas-Rachford splittingKrasnosel'skiĭ-Mann algorithm
Convex programming (90C25) Iterative procedures involving nonlinear operators (47J25) Numerical solutions to equations with nonlinear operators (65J15)
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