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Extra-Gradient Method with Flexible Anchoring: Strong Convergence and Fast Residual Decay

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arxiv 2410.14369 v1 pith:76H7AFBM submitted 2024-10-18 math.OC cs.NAmath.NA

classification math.OCcs.NAmath.NA
keywords convergencemethoddecayextra-gradientfastflexibleparametersresidual
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abstract

In this paper, we introduce a novel Extra-Gradient method with anchor term governed by general parameters. Our method is derived from an explicit discretization of a Tikhonov-regularized monotone flow in Hilbert space, which provides a theoretical foundation for analyzing its convergence properties. We establish strong convergence to specific points within the solution set, as well as convergence rates expressed in terms of the regularization parameters. Notably, our approach recovers the fast residual decay rate $O(k^{-1})$ for standard parameter choices. Numerical experiments highlight the competitiveness of the method and demonstrate how its flexible design enhances practical performance.

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Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Accelerating Diagonal Methods for Bilevel Optimization: Unified Convergence via Continuous-Time Dynamics

    math.OC 2025-05 conditional novelty 6.0 of 10

    For proximal-gradient and Nesterov-accelerated diagonal methods, the paper derives unified o(k^-eta) inner rates and weak convergence under Holderian growth or the Attouch-Czarnecki condition.

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