Extragradient-Type Methods with \mathcal{O} (1/k) Last-Iterate Convergence Rates for Co-Hypomonotone Inclusions

DOI10.1007/S10898-023-01347-ZarXiv2302.04099OpenAlexW4389829739MaRDI QIDQ6425841FDOQ6425841

Authors: Quoc Tran-Dinh 

Publication date: 8 February 2023

Abstract: In this paper, we develop two ``Nesterov's accelerated variants of the well-known extragradient method to approximate a solution of a co-hypomonotone inclusion constituted by the sum of two operators, where one is Lipschitz continuous and the other is possibly multivalued. The first scheme can be viewed as an accelerated variant of Tseng's forward-backward-forward splitting method, while the second one is a variant of the reflected forward-backward splitting method, which requires only one evaluation of the Lipschitz operator, and one resolvent of the multivalued operator. Under a proper choice of the algorithmic parameters and appropriate conditions on the co-hypomonotone parameter, we theoretically prove that both algorithms achieve $mathcalO(1/k)$ convergence rates on the norm of the residual, where $k$ is the iteration counter. Our results can be viewed as alternatives of a recent class of Halpern-type schemes for root-finding problems.

Full work available at URL: https://doi.org/10.1007/s10898-023-01347-z

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Mathematics Subject Classification ID

Convex programming (90C25) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cited In (1)

• From Halpern's fixed-point iterations to Nesterov's accelerated interpretations for root-finding problems

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