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Mathematics > Optimization and Control

arXiv:1812.02138 (math)
[Submitted on 5 Dec 2018]

Title:On inexact relative-error hybrid proximal extragradient, forward-backward and Tseng's modified forward-backward methods with inertial effects

Authors:M. Marques Alves, Raul T. Marcavillaca
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Abstract:In this paper, we propose and study the asymptotic convergence and nonasymptotic global convergence rates (iteration-complexity) of an inertial under-relaxed version of the relative-error hybrid proximal extragradient (HPE) method for solving monotone inclusion problems. We analyze the proposed method under more flexible assumptions than existing ones on the extrapolation and relative-error parameters. As applications, we propose and/or study inertial under-relaxed forward-backward and Tseng's modified forward-backward type methods for solving structured monotone inclusions.
Subjects: Optimization and Control (math.OC)
Cite as: arXiv:1812.02138 [math.OC]
  (or arXiv:1812.02138v1 [math.OC] for this version)
  https://doi.org/10.48550/arXiv.1812.02138

Submission history

From: M. Marques Alves [view email]
[v1] Wed, 5 Dec 2018 17:55:08 UTC (760 KB)
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