A General Inertial Proximal Point Algorithm for Mixed Variational Inequality Problem
From MaRDI portal
Publication:3449576
DOI10.1137/140980910zbMath1327.65106arXiv1407.8238OpenAlexW1767939703MaRDI QIDQ3449576
Caihua Chen, Junfeng Yang, Shi-Qian Ma
Publication date: 4 November 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.8238
mixed variational inequalityinertial proximal point algorithminertial linearized alternating direction method of multipliersinertial linearized augmented Lagrangian method
Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Numerical solution to inverse problems in abstract spaces (65J22)
Related Items
Penalty schemes with inertial effects for monotone inclusion problems, Modified Tseng's extragradient algorithms for variational inequality problems, Convergence analysis of new inertial method for the split common null point problem, An inertial Bregman generalized alternating direction method of multipliers for nonconvex optimization, Inertial Proximal ADMM for Linearly Constrained Separable Convex Optimization, An inertial self-adaptive algorithm for the generalized split common null point problem in Hilbert spaces, Bounded perturbation resilience of the viscosity algorithm, A unified framework for solving generalized variational inequalities, Global convergence of a nonmonotone Broyden family method for nonconvex unconstrained minimization, Inertial proximal alternating minimization for nonconvex and nonsmooth problems, Two fast variance-reduced proximal gradient algorithms for SMVIPs -- stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems, New strong convergence theorem of the inertial projection and contraction method for variational inequality problems, An inertial method for solving split common fixed point problems, A proximal neurodynamic model for solving inverse mixed variational inequalities, Inertial proximal ADMM for separable multi-block convex optimizations and compressive affine phase retrieval, Perturbation Resilience of Self-Adaptive Step-Size Algorithms for Solving Split Variational Inclusion Problems and their Applications, On inexact relative-error hybrid proximal extragradient, forward-backward and Tseng's modified forward-backward methods with inertial effects, Two-step inertial forward-reflected-backward splitting based algorithm for nonconvex mixed variational inequalities, Extension of forward-reflected-backward method to non-convex mixed variational inequalities, Generalized forward-backward splitting with penalization for monotone inclusion problems, An inertial alternating minimization with Bregman distance for a class of nonconvex and nonsmooth problems, Proximal subgradient algorithm for a class of nonconvex bilevel equilibrium problems, The forward-backward splitting method for finding the minimum like-norm solution of the mixed variational inequality problem, Strongly convergent inertial proximal point algorithm without on-line rule, Inertial proximal point algorithms for solving a class of split feasibility problems, A modified inertial three-term conjugate gradient projection method for constrained nonlinear equations with applications in compressed sensing, Fast and simple Bregman projection methods for solving variational inequalities and related problems in Banach spaces, Accelerated hybrid methods for solving pseudomonotone equilibrium problems, Accelerated hybrid and shrinking projection methods for variational inequality problems, Inertial methods for fixed point problems and zero point problems of the sum of two monotone mappings, A new strong convergence for solving split variational inclusion problems, Resolvent dynamical systems and mixed variational inequalities, Mann-type algorithms for variational inequality problems and fixed point problems, Modified extragradient algorithms for solving equilibrium 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, An inertial proximal-gradient penalization scheme for constrained convex optimization problems, Proximal primal-dual best approximation algorithm with memory, A symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming, Iterative solutions for solving variational inequalities and fixed-point problems, A novel inertial projection and contraction method for solving pseudomonotone variational inequality problems, Convergence study on strictly contractive peaceman-Rachford splitting method for nonseparable convex minimization models with quadratic coupling terms, Modified subgradient extragradient method for variational inequality problems, A forward–backward penalty scheme with inertial effects for monotone inclusions. Applications to convex bilevel programming, Solving mixed variational inequalities beyond convexity, Solving a Class of Variational Inequality Problems with a New Inexact Strategy, Relative-error inertial-relaxed inexact versions of Douglas-Rachford and ADMM splitting algorithms, Inertial iterative algorithms for common solution of variational inequality and system of variational inequalities problems, Inertial proximal strictly contractive peaceman-Rachford splitting method with an indefinite term for convex optimization, A Gauss-Seidel type inertial proximal alternating linearized minimization for a class of nonconvex optimization problems, Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints, Auxiliary principle technique for solving regularized nonconvex set-valued mixed variational inequalities, A forward-backward-forward algorithm for solving quasimonotone variational inequalities, The extragradient algorithm with inertial effects for solving the variational inequality, New algorithms for the split variational inclusion problems and application to split feasibility problems, Application of a new accelerated algorithm to regression problems, Accelerated subgradient extragradient methods for variational inequality problems, Convergence results of two-step inertial proximal point algorithm, Multiply Accelerated Value Iteration for NonSymmetric Affine Fixed Point Problems and Application to Markov Decision Processes
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- An inertial forward-backward-forward primal-dual splitting algorithm for solving monotone inclusion problems
- Inertial Douglas-Rachford splitting for monotone inclusion problems
- An inertial Tseng's type proximal algorithm for nonsmooth and nonconvex optimization problems
- Fixed point and Bregman iterative methods for matrix rank minimization
- A new inertial-type hybrid projection-proximal algorithm for monotone inclusions
- An inertial forward-backward algorithm for monotone inclusions
- iPiasco: inertial proximal algorithm for strongly convex optimization
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Asymptotic convergence of nonlinear contraction semigroups in Hilbert space
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
- A proximal point algorithm revisit on the alternating direction method of multipliers
- Multiplier and gradient methods
- An inertial alternating direction method of multipliers
- Hankel Matrix Rank Minimization with Applications to System Identification and Realization
- iPiano: Inertial Proximal Algorithm for Nonconvex Optimization
- On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
- Alternating Direction Algorithms for $\ell_1$-Problems in Compressive Sensing
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- A differential-equations algorithm for nonlinear equations
- A Hybrid Proximal-Extragradient Algorithm with Inertial Effects
- New Proximal Point Algorithms for Convex Minimization
- Monotone Operators and the Proximal Point Algorithm
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- 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
- Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
- A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings
- A Dynamical Approach to an Inertial Forward-Backward Algorithm for Convex Minimization
- Compressive principal component pursuit
- A Generalized Proximal Point Algorithm and Its Convergence Rate
- Convergence Rate Analysis of Several Splitting Schemes
- Proximité et dualité dans un espace hilbertien
- Some methods of speeding up the convergence of iteration methods
- An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping