Over relaxed hybrid proximal extragradient algorithm and its application to several operator splitting methods

DOI10.1016/J.JMAA.2016.11.018MaRDI QIDQ730193zbMATH OpenOpenAlexFDO

Authors Li Shen

Publication date 23 December 2016

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2016.11.018

zbMATH Keywords

metric subregularitylinear convergenceoperator splitting methodsmonotone inclusion problemcomplexity rateover-relaxed hybrid proximal extragradient method

Mathematics Subject Classification ID

Set-valued operators (47H04) Monotone operators and generalizations (47H05) Variational and other types of inclusions (47J22) Iterative procedures involving nonlinear operators (47J25) Set-valued and variational analysis (49J53) Numerical methods of relaxation type (49M20)

Recommendations

• Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators
• scientific article; zbMATH DE number 7544005
• On the complexity of the hybrid proximal extragradient method for the iterates and the ergodic mean
• Convergence analysis of an inexact three-operator splitting algorithm
• Convergence rates for the relaxed Peaceman-Rachford splitting method on a monotone inclusion problem

Cites work

• scientific article; zbMATH DE number 3534286 (Why is no real title available?)
• scientific article; zbMATH DE number 1306968 (Why is no real title available?)
• scientific article; zbMATH DE number 1369459 (Why is no real title available?)
• scientific article; zbMATH DE number 3894797 (Why is no real title available?)
• A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings
• A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS^*
• A class of Fejér convergent algorithms, approximate resolvents and the hybrid proximal-extragradient method
• A family of enlargements of maximal monotone operators
• A generalized forward-backward splitting
• A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
• Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
• Applications of the method of partial inverses to convex programming: Decomposition
• Complexity of Variants of Tseng's Modified F-B Splitting and Korpelevich's Methods for Hemivariational Inequalities with Applications to Saddle-point and Convex Optimization Problems
• Compositions and convex combinations of averaged nonexpansive operators
• Convergence Rates in Forward--Backward Splitting
• Convergence rate analysis of the forward-Douglas-Rachford splitting scheme
• Convex analysis and monotone operator theory in Hilbert spaces
• Convex relaxation algorithm for a structured simultaneous low-rank and sparse recovery problem
• Enlargement of monotone operators with applications to variational inequalities
• Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
• Error bounds and convergence analysis of feasible descent methods: A general approach
• Forward-Douglas–Rachford splitting and forward-partial inverse method for solving monotone inclusions
• Forward-partial inverse-forward splitting for solving monotone inclusions
• Generalized equations and their solutions, Part I: Basic theory
• Implicit Functions and Solution Mappings
• Local linear convergence of the ADMM/Douglas-Rachford algorithms without strong convexity and application to statistical imaging
• Model Selection and Estimation in Regression with Grouped Variables
• Monotone Operators and the Proximal Point Algorithm
• On linear convergence of iterative methods for the variational inequality problem
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
• On the complexity of the hybrid proximal extragradient method for the iterates and the ergodic mean
• On the convergence rate of Douglas-Rachford operator splitting method
• Partial inverse of a monotone operator
• Signal Recovery by Proximal Forward-Backward Splitting
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• The Numerical Solution of Parabolic and Elliptic Differential Equations
• Variational Analysis
• Weak Convergence of a Relaxed and Inertial Hybrid Projection-Proximal Point Algorithm for Maximal Monotone Operators in Hilbert Space
• \(\varepsilon\)-enlargements of maximal monotone operators in Banach spaces

This page was built for publication: Over relaxed hybrid proximal extragradient algorithm and its application to several operator splitting methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q730193)