Tight ergodic sublinear convergence rate of the relaxed proximal point algorithm for monotone variational inequalities

DOI10.1007/S10957-022-02058-3MaRDI QIDQ6596341zbMATH OpenFDO

Authors Guoyong Gu, Junfeng Yang

Publication date 2 September 2024

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

variational inequalityperformance estimationsublinear convergence raterelaxed proximal point algorithmtight complexity bound

Mathematics Subject Classification ID

Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

Recommendations

• Tight sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems
• Convergence analysis of the relaxed proximal point algorithm
• A unified and tight linear convergence analysis of the relaxed proximal point algorithm
• Convergence analysis of a relaxed extragradient–proximal point algorithm application to variational inequalities
• The PPA-based numerical algorithm with the \(O(1/t)\) convergence rate for variant variational inequalities

Cites work

• scientific article; zbMATH DE number 3341597 (Why is no real title available?)
• Accelerated proximal point method for maximally monotone operators
• An optimal variant of Kelley's cutting-plane method
• Another look at the fast iterative shrinkage/thresholding algorithm (FISTA)
• Convex analysis and monotone operator theory in Hilbert spaces
• Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
• Exact worst-case convergence rates of the proximal gradient method for composite convex minimization
• Exact worst-case performance of first-order methods for composite convex optimization
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Generalizing the optimized gradient method for smooth convex minimization
• Iteration-complexity of block-decomposition algorithms and the alternating direction method of multipliers
• Monotone Operators and the Proximal Point Algorithm
• New Proximal Point Algorithms for Convex Minimization
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
• On the convergence analysis of the optimized gradient method
• On the convergence rate of the Halpern-iteration
• On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions
• Operator splitting performance estimation: tight contraction factors and optimal parameter selection
• Optimized first-order methods for smooth convex minimization
• Optimizing the efficiency of first-order methods for decreasing the gradient of smooth convex functions
• Performance of first-order methods for smooth convex minimization: a novel approach
• Primal-dual subgradient methods for convex problems
• Proximité et dualité dans un espace hilbertien
• Quadratic Matrix Programming
• Smooth strongly convex interpolation and exact worst-case performance of first-order methods
• The proximal point algorithm with genuine superlinear convergence for the monotone complementarity problem
• Tight sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

Cited in

(1)

• Interpolation conditions for linear operators and applications to performance estimation problems

This page was built for publication: Tight ergodic sublinear convergence rate of the relaxed proximal point algorithm for monotone variational inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6596341)