Extragradient-Type Methods with 𝒪(1/k) Convergence Rates for Co-Hypomonotone Inclusions

02/08/2023
by   Quoc Tran-Dinh, et al.
0

In this paper, we develop two “Nesterov's accelerated” variants of the well-known extragradient method to approximate a solution of a co-hypomonotone inclusion constituted by the sum of two operators, where one is Lipschitz continuous and the other is possibly multivalued. The first scheme can be viewed as an accelerated variant of Tseng's forward-backward-forward splitting method, while the second one is a variant of the reflected forward-backward splitting method, which requires only one evaluation of the Lipschitz operator, and one resolvent of the multivalued operator. Under a proper choice of the algorithmic parameters and appropriate conditions on the co-hypomonotone parameter, we theoretically prove that both algorithms achieve 𝒪(1/k) convergence rates on the norm of the residual, where k is the iteration counter. Our results can be viewed as alternatives of a recent class of Halpern-type schemes for root-finding problems.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
10/15/2021

Halpern-Type Accelerated and Splitting Algorithms For Monotone Inclusions

In this paper, we develop a new type of accelerated algorithms to solve ...
research
01/08/2023

Accelerated Randomized Block-Coordinate Algorithms for Co-coercive Equations and Applications

In this paper, we develop an accelerated randomized block-coordinate alg...
research
02/24/2019

Single-Forward-Step Projective Splitting: Exploiting Cocoercivity

This work describes a new variant of projective splitting in which cocoe...
research
03/19/2018

Projective Splitting with Forward Steps: Asynchronous and Block-Iterative Operator Splitting

This work is concerned with the classical problem of finding a zero of a...
research
09/17/2018

Projective Splitting with Forward Steps only Requires Continuity

A recent innovation in projective splitting algorithms for monotone oper...
research
12/01/2021

Distributed Forward-Backward Methods without Central Coordination

In this work, we propose and analyse forward-backward-type algorithms fo...
research
08/04/2019

Fast Nonoverlapping Block Jacobi Method for the Dual Rudin--Osher--Fatemi Model

We consider nonoverlapping domain decomposition methods for the Rudin--O...

Please sign up or login with your details

Forgot password? Click here to reset