Back to Search
Start Over
Convergence results of two-step inertial proximal point algorithm.
- Source :
-
Applied Numerical Mathematics . Dec2022, Vol. 182, p57-75. 19p. - Publication Year :
- 2022
-
Abstract
- This paper proposes a two-point inertial proximal point algorithm to find zero of maximal monotone operators in Hilbert spaces. We obtain weak convergence results and non-asymptotic O (1 / n) convergence rate of our proposed algorithm in non-ergodic sense. Applications of our results to various well-known convex optimization methods, such as the proximal method of multipliers and the alternating direction method of multipliers are given. Numerical results are given to demonstrate the accelerating behaviors of our method over other related methods in the literature. [ABSTRACT FROM AUTHOR]
- Subjects :
- *MONOTONE operators
*HILBERT space
*ALGORITHMS
Subjects
Details
- Language :
- English
- ISSN :
- 01689274
- Volume :
- 182
- Database :
- Academic Search Index
- Journal :
- Applied Numerical Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 159170416
- Full Text :
- https://doi.org/10.1016/j.apnum.2022.07.013