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A new inertial-type hybrid projection-proximal algorithm for monotone inclusions
- Source :
-
Applied Mathematics & Computation . Jan2010, Vol. 215 Issue 9, p3149-3162. 14p. - Publication Year :
- 2010
-
Abstract
- Abstract: This paper investigates an enhanced proximal algorithm with interesting practical features and convergence properties for solving non-smooth convex minimization problems, or approximating zeroes of maximal monotone operators, in Hilbert spaces. The considered algorithm involves a recent inertial-type extrapolation technique, the use of enlargement of operators and also a recently proposed hybrid strategy, which combines inexact computation of the proximal iteration with a projection. Compared to other existing related methods, the resulting algorithm inherits the good convergence properties of the inertial-type extrapolation and the relaxed projection strategy. It also inherits the relative error tolerance of the hybrid proximal-projection method. As a special result, an update of inexact Newton-proximal method is derived and global convergence results are established. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 00963003
- Volume :
- 215
- Issue :
- 9
- Database :
- Academic Search Index
- Journal :
- Applied Mathematics & Computation
- Publication Type :
- Academic Journal
- Accession number :
- 46761915
- Full Text :
- https://doi.org/10.1016/j.amc.2009.10.026