A variant of the hybrid proximal extragradient method for solving strongly monotone inclusions and its complexity analysis
DOI10.1007/s10957-015-0792-yzbMath1337.47093OpenAlexW1117549387MaRDI QIDQ255085
Maicon Marques Alves, Benar Fux Svaiter
Publication date: 9 March 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-015-0792-y
variational inequalitiesstrongly monotone operatorshybrid proximal extragradient methodKorpelevich extragradient methodTseng's forward-backward method
Abstract computational complexity for mathematical programming problems (90C60) Numerical optimization and variational techniques (65K10) Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25) Variational and other types of inclusions (47J22)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Solving strongly monotone variational and quasi-variational inequalities
- A first-order block-decomposition method for solving two-easy-block structured semidefinite programs
- Enlargement of monotone operators with applications to variational inequalities
- A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
- Forcing strong convergence of proximal point iterations in a Hilbert space
- Implementation of a block-decomposition algorithm for solving large-scale conic semidefinite programming problems
- An Accelerated Hybrid Proximal Extragradient Method for Convex Optimization and Its Implications to Second-Order Methods
- On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean
- 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
- Monotone Operators and the Proximal Point Algorithm
- Iteration-Complexity of a Newton Proximal Extragradient Method for Monotone Variational Inequalities and Inclusion Problems
- A Truly Globally Convergent Newton-Type Method for the Monotone Nonlinear Complementarity Problem
- Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers
- On the Subdifferentiability of Convex Functions
