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arXiv · 1407.0214

A hybrid proximal-extragradient algorithm with inertial effects

Radu Ioan Bot·Ernö Robert Csetnek
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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.

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BibTeXRIS

Radu Ioan Bot, Ernö Robert Csetnek. 2014-07-01. A hybrid proximal-extragradient algorithm with inertial effects. https://arxiv.org/abs/1407.0214

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