A hybrid proximal-extragradient algorithm with inertial effects

DOI10.1080/01630563.2015.1042113arXiv1407.0214MaRDI QIDQ6252791

Publication date: 1 July 2014

Abstract: We incorporate inertial terms in the hybrid proximal-extragradient algorithm and investigate the convergence properties of the resulting iterative scheme designed for finding the zeros of a maximally monotone operator in real Hilbert spaces. The convergence analysis relies on extended Fej'er monotonicity techniques combined with the celebrated Opial Lemma. We also show that the classical hybrid proximal-extragradient algorithm and the inertial versions of the proximal point, the forward-backward and the forward-backward-forward algorithms can be embedded in the framework of the proposed iterative scheme.

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Monotone operators and generalizations (47H05)

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