A VARIABLE METRIC INERTIAL FORWARD-REFLECTED-BACKWARD METHOD FOR SOLVING MONOTONE INCLUSIONS

Authors

  • Nguyen Van Dung Department of Mathematical Analysis, University of Transport and Communications, Hanoi city, Vietnam

DOI:

https://doi.org/10.18173/2354-1059.2024-0001

Keywords:

monotone inclusion, forward-reflected-backward method, variable metric, inertial effect

Abstract

We propose a new method for finding a zero point of a sum involving a Lipschitzian monotone operator and a maximally monotone operator, both acting on a real Hilbert space. The proposed method aims to extend forward-reflected-backward method by using inertial effect and variable metric. The weak convergence of the proposed method is proved under standard conditions. 

References

[1] Bauschke HH & Combettes PL, (2011). Convex Analysis and Monotone Operator Theory in Hilbert Spaces. Springer, New York.
[2] Chen GHG & Rockafellar RT, (1997). Convergence rates in forward-backward splitting. SIAM Journal on Optimization, 7, 421–444.
[3] Lions PL & Mercier B, (1979). Splitting algorithms for the sum of two nonlinear operators. SIAM Journal on Numerical Analysis, 16(6), 964–979.
[4] Combettes PL & Pesquet JC, (2012). Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators. Set-Valued and Variational Analysis, 20, 307–330.
[5] Cevher V & Vu BC, (2021). A reflected forward-backward splitting method for monotone inclu- sions involving lipschitzian operators. Set-Valued and Variational Analysis, 29, 163–174.
[6] Malitsky Y & Tam MK, (2020). A forward-backward splitting method for monotone in- clusions without cocoercivity. SIAM Journal on Optimization, 30(2), 1451–1472.
[7] Tseng P, (2000). A modified forward-backward splitting method for maximal monotone map- pings. SIAM Journal on Control and Optimization, 38(2), 431–446.
[8] Combettes PL & Vu BC, (2013). Variable metric quasi-fejer monotonicity. Nonlinear Analysis: Theory Methods and Applications, 78, 17–31.
[9] Combettes PL & Vu BC, (2014). Variable metric forward–backward splitting with appli- cations to monotone inclusions in duality. Optimization, 63, 1289–1318.
[10] Davidon W, (1959). Variable metric methods for minimization, argonne national laboratories. AEC Research and Development Report ANL-5990.
[11] Tongnoi B, (2022). Tseng’s algorithm with extrapolation from the past endowed with variable metrics and error terms. Numerical Functional Analysis and Optimization, 44(2), 87–123.
[12] Vu BC, (2013). A variable metric extension of the forward–backward–forward algorithm for monotone operators. Numerical Functional Analysis and Optimization, 34(9), 1050–1065.
[13] Polyak BT, (1964). Some methods of speeding up the convergence of iteration methods. USSR Computational Mathematics and Mathematical Physics, 4(5), 1–17.
[14] Alvarez F & Attouch H, (2001). An inertial proximal method for monotone operators via discretization of a nonlinear oscillator with damping. Set-Valued and Variational Analysis, 9, 3–11.
[15] Dong QL, Yuan HB, Cho YJ, & Rassias TM, (2016). Modified inertial mann algorithm and inertial cq-algorithm for nonexpansive mappings. Optimization Letters, 12, 17–33.
[16] Nesterov Y, (1983). A method for solving the convex programming problem with convergence rate O(1/k2). Proceedings of the USSR Academy of Sciences, 269, 543–547.
[17] Pearson D, (1969). Variable metric methods of minimisation. The Computer Journal, 12(2), 171–178.
[18] Lotito PA, Parente LA, & Solodov MV, (2009). A class of variable metric decomposition methods for monotone variational inclusions. Journal of Convex Analysis, 16, 857–880.
[19] Parente LA, Lotito PA, & Solodov MV, (2008). A class of inexact variable metric proximal point algorithms. SIAM Journal on Optimization, 19, 240–26

Downloads

Published

28-03-2024