An inertial forward-backward algorithm for monotone inclusions
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Publication:890044
DOI10.1007/S10851-014-0523-2zbMATH Open1327.47063arXiv1403.3522OpenAlexW2095980290MaRDI QIDQ890044FDOQ890044
Authors: Dirk A. Lorenz, Thomas Pock 
Publication date: 9 November 2015
Published in: Journal of Mathematical Imaging and Vision (Search for Journal in Brave)
Abstract: In this paper, we propose an inertial forward backward splitting algorithm to compute a zero of the sum of two monotone operators, with one of the two operators being co-coercive. The algorithm is inspired by the accelerated gradient method of Nesterov, but can be applied to a much larger class of problems including convex-concave saddle point problems and general monotone inclusions. We prove convergence of the algorithm in a Hilbert space setting and show that several recently proposed first-order methods can be obtained as special cases of the general algorithm. Numerical results show that the proposed algorithm converges faster than existing methods, while keeping the computational cost of each iteration basically unchanged.
Full work available at URL: https://arxiv.org/abs/1403.3522
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convex optimizationimage restorationforward-backward splittingsaddle-point problemsmonotone inclusionsprimal-dual algorithms
Monotone operators and generalizations (47H05) Variational and other types of inclusions (47J22) Iterative procedures involving nonlinear operators (47J25) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)
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