31 research outputs found
Inertial Douglas-Rachford splitting for monotone inclusion problems
We propose an inertial Douglas-Rachford splitting algorithm for finding the
set of zeros of the sum of two maximally monotone operators in Hilbert spaces
and investigate its convergence properties. To this end we formulate first the
inertial version of the Krasnosel'ski\u{\i}--Mann algorithm for approximating
the set of fixed points of a nonexpansive operator, for which we also provide
an exhaustive convergence analysis. By using a product space approach we employ
these results to the solving of monotone inclusion problems involving linearly
composed and parallel-sum type operators and provide in this way iterative
schemes where each of the maximally monotone mappings is accessed separately
via its resolvent. We consider also the special instance of solving a
primal-dual pair of nonsmooth convex optimization problems and illustrate the
theoretical results via some numerical experiments in clustering and location
theory.Comment: arXiv admin note: text overlap with arXiv:1402.529
A new inertial condition on the subgradient extragradient method for solving pseudomonotone equilibrium problem
In this paper we study the pseudomonotone equilibrium problem. We consider a
new inertial condition for the subgradient extragradient method with
self-adaptive step size for approximating a solution of the equilibrium problem
in a real Hilbert space. Our proposed method contains inertial factor with new
conditions that only depend on the iteration coefficient. We obtain a weak
convergence result of the proposed method under weaker conditions on the
inertial factor than many existing conditions in the literature. Finally, we
present some numerical experiments for our proposed method in comparison with
existing methods in the literature. Our result improves, extends and
generalizes several existing results in the literature