34 research outputs found
Forward-backward splitting algorithm with self-adaptive method for finite family of split minimization and fixed point problems in Hilbert spaces
In this paper, we introduce an inertial forward-backward splitting method together with a Halpern iterative algorithm for approximating a common solution of a finite family of split minimization problem involving two proper, lower semicontinuous and convex functions and fixed point problem of a nonexpansive mapping in real Hilbert spaces. Under suitable conditions, we proved that the sequence generated by our algorithm converges strongly to a solution of the aforementioned problems. The stepsizes studied in this paper are designed in such a way that they do not require the Lipschitz continuity condition on the gradient and prior knowledge of operator norm. Finally, we illustrate a numerical experiment to show the performance of the proposed method. The result discussed in this paper extends and complements many related results in literature
Forward-backward algorithm for functions with locally Lipschitz gradient: applications to mean field games
In this paper, we provide a generalization of the forward-backward splitting
algorithm for minimizing the sum of a proper convex lower semicontinuous
function and a differentiable convex function whose gradient satisfies a
locally Lipschitztype condition. We prove the convergence of our method and
derive a linear convergence rate when the differentiable function is locally
strongly convex. We recover classical results in the case when the gradient of
the differentiable function is globally Lipschitz continuous and an already
known linear convergence rate when the function is globally strongly convex. We
apply the algorithm to approximate equilibria of variational mean field game
systems with local couplings. Compared with some benchmark algorithms to solve
these problems, our numerical tests show similar performances in terms of the
number of iterations but an important gain in the required computational time