On the linear convergence rate of a relaxed forward–backward splitting method

DOI10.1080/02331934.2020.1783260MaRDI QIDQ4999751zbMATH OpenOpenAlexFDO

Authors Ke Guo

Publication date 2 July 2021

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2020.1783260

zbMATH Keywords

monotone operatorlinear convergence rateforward-backward splitting methodnegatively averaged operator

Mathematics Subject Classification ID

Convex programming (90C25) Monotone operators and generalizations (47H05) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Numerical methods for variational inequalities and related problems (65K15)

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Cites work

• scientific article; zbMATH DE number 3595777 (Why is no real title available?)
• scientific article; zbMATH DE number 3341597 (Why is no real title available?)
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• A generalized forward-backward splitting
• A generalized proximal point algorithm and its convergence rate
• A generalized proximal point algorithm for certain non-convex minimization problems
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Convex analysis and monotone operator theory in Hilbert spaces
• Convex programming in Hilbert space
• Douglas-Rachford splitting for the sum of a Lipschitz continuous and a strongly monotone operator
• Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Firmly nonexpansive mappings and maximally monotone operators: correspondence and duality
• Quelques propriétés des opérateurs angle-bornes et n-cycliquement monotones
• Solving monotone inclusions via compositions of nonexpansive averaged operators
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• Tight global linear convergence rate bounds for Douglas-Rachford splitting

Cited in

(7)

• A Second Order Dynamical System and Its Discretization for Strongly Pseudo-monotone Variational Inequalities
• scientific article; zbMATH DE number 7544005 (Why is no real title available?)
• Convergence analysis and applications of the inertial algorithm solving inclusion problems
• Tight coefficients of averaged operators via scaled relative graph
• Tight Global Linear Convergence Rate Bounds for Operator Splitting Methods
• On the convergence rate of a forward-backward type primal-dual splitting algorithm for convex optimization problems
• A relaxation of the parameter in the forward-backward splitting method

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