1. Symplectic Extra-gradient Type Method for Solving General Non-monotone Inclusion Problem
- Author
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Yuan, Ya-xiang and Zhang, Yi
- Subjects
Mathematics - Optimization and Control - Abstract
In recent years, accelerated extra-gradient methods have attracted much attention by researchers, for solving monotone inclusion problems. A limitation of most current accelerated extra-gradient methods lies in their direct utilization of the initial point, which can potentially decelerate numerical convergence rate. In this work, we present a new accelerated extra-gradient method, by utilizing the symplectic acceleration technique. We establish the inverse of quadratic convergence rate by employing the Lyapunov function technique. Also, we demonstrate a faster inverse of quadratic convergence rate alongside its weak convergence property under stronger assumptions. To improve practical efficiency, we introduce a line search technique for our symplectic extra-gradient method. Theoretically, we prove the convergence of the symplectic extra-gradient method with line search. Numerical tests show that this adaptation exhibits faster convergence rates in practice compared to several existing extra-gradient type methods., Comment: 37 pages, 7 figures, 1 table
- Published
- 2024