Variable metric quasi-Fejér monotonicity

DOI10.1016/J.NA.2012.09.008zbMATH Open1266.65087arXiv1206.5705OpenAlexW2021721734MaRDI QIDQ692826FDOQ692826

Authors: Patrick L. Combettes, Băng Công Vũ 

Publication date: 6 December 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Abstract: The notion of quasi-Fej'er monotonicity has proven to be an efficient tool to simplify and unify the convergence analysis of various algorithms arising in applied nonlinear analysis. In this paper, we extend this notion in the context of variable metric algorithms, whereby the underlying norm is allowed to vary at each iteration. Applications to convex optimization and inverse problems are demonstrated.

Full work available at URL: https://arxiv.org/abs/1206.5705

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zbMATH Keywords

inverse problemHilbert spacevariable metricconvex feasibility problemquasi-Fejér monotonicity

Mathematics Subject Classification ID

Convex programming (90C25) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Numerical solutions to equations with nonlinear operators (65J15)

Cited In (43)

• Forward-backward splitting with Bregman distances
• The proximal alternating direction method of multipliers in the nonconvex setting: convergence analysis and rates
• Almost sure convergence of the forward-backward-forward splitting algorithm
• Stochastic forward-backward splitting for monotone inclusions
• Inertial variable metric techniques for the inexact forward-backward algorithm
• Variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function
• Tseng’s Algorithm with Extrapolation from the past Endowed with Variable Metrics and Error Terms
• Stochastic primal-dual hybrid gradient algorithm with adaptive step sizes
• The geometry of monotone operator splitting methods
• A primal-dual dynamical approach to structured convex minimization problems
• Adaptive FISTA for Nonconvex Optimization
• Equivalent resolvents of Douglas-Rachford splitting and other operator splitting algorithms: a unified degenerate proximal point analysis
• A block coordinate variable metric forward-backward algorithm
• Fixing and extending some recent results on the ADMM algorithm
• Quasi-Fejérian analysis of some optimization algorithms
• A Variable Metric Extension of the Forward–Backward–Forward Algorithm for Monotone Operators
• Variable metric techniques for forward-backward methods in imaging
• The proximal alternating minimization algorithm for two-block separable convex optimization problems with linear constraints
• Variable metric forward-backward splitting with applications to monotone inclusions in duality
• ADMM for monotone operators: convergence analysis and rates
• A splitting algorithm for coupled system of primal-dual monotone inclusions
• The Variable Metric Forward-Backward Splitting Algorithm Under Mild Differentiability Assumptions
• Convergence Rate Analysis of Primal-Dual Splitting Schemes
• On quasi-Newton forward-backward splitting: proximal calculus and convergence
• Moduli of regularity and rates of convergence for Fejér monotone sequences
• Sequential convergence of AdaGrad algorithm for smooth convex optimization
• Modified Fejér sequences and applications
• Forward-Backward-Half Forward Algorithm for Solving Monotone Inclusions
• On the inexact scaled gradient projection method
• Variable metric inexact line-search-based methods for nonsmooth optimization
• A generalized forward-backward splitting operator: degenerate analysis and applications
• Variable quasi-Bregman monotone sequences
• A variable metric forward-backward method with extrapolation
• Scaling techniques for \(\epsilon\)-subgradient methods
• Primal-dual splittings as fixed point iterations in the range of linear operators
• Inertial accelerated augmented Lagrangian algorithms with scaling coefficients to solve exactly and inexactly linearly constrained convex optimization problems
• A Variable Metric Forward-Reflected-Douglas-Rachford Method for Solving Monotone Inclusions
• A Nonlinearly Preconditioned Forward-Backward Splitting Method and Applications
• Spectral properties of Barzilai-Borwein rules in solving singly linearly constrained optimization problems subject to lower and upper bounds
• Convergence analysis of a variable metric forward-backward splitting algorithm with applications
• On the convergence properties of scaled gradient projection methods with non-monotone Armijo-like line searches
• Bregman forward-backward operator splitting
• On the nonexpansive operators based on arbitrary metric: a degenerate analysis

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