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arxiv: 1407.0214 · v1 · pith:6IKKDDJHnew · submitted 2014-07-01 · 🧮 math.FA · cs.NA· math.NA· math.OC

A hybrid proximal-extragradient algorithm with inertial effects

classification 🧮 math.FA cs.NAmath.NAmath.OC
keywords algorithmhybridinertialproximal-extragradientconvergenceiterativeschemealgorithms
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We incorporate inertial terms in the hybrid proximal-extragradient algorithm and investigate the convergence properties of the resulting iterative scheme designed for finding the zeros of a maximally monotone operator in real Hilbert spaces. The convergence analysis relies on extended Fej\'er monotonicity techniques combined with the celebrated Opial Lemma. We also show that the classical hybrid proximal-extragradient algorithm and the inertial versions of the proximal point, the forward-backward and the forward-backward-forward algorithms can be embedded in the framework of the proposed iterative scheme.

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