Convergence of a relaxed inertial proximal algorithm for maximally monotone operators

Affiliation auteursAffiliation ok
TitreConvergence of a relaxed inertial proximal algorithm for maximally monotone operators
Type de publicationJournal Article
Year of Publication2020
AuteursAttouch H, Cabot A
JournalMATHEMATICAL PROGRAMMING
Volume184
Pagination243-287
Date PublishedNOV
Type of ArticleArticle
ISSN0025-5610
Mots-clés(Over)Relaxation, Inertial proximal method, Large step proximal method, Lyapunov analysis, maximally monotone operators, Yosida regularization
Résumé

In a Hilbert spaceHgivenA:H -> 2Ha maximally monotone operator, we study the convergence properties of a general class of relaxed inertial proximal algorithms. This study aims to extend to the case of the general monotone inclusionAxCONTAINS AS MEMBER0the acceleration techniques initially introduced by Nesterov in the case of convex minimization. The relaxed form of the proximal algorithms plays a central role. It comes naturally with the regularization of the operatorAby its Yosida approximation with a variable parameter, a technique recently introduced by Attouch-Peypouquet (Math Program Ser B,2018. 10.1007/s10107-018-1252-x) for a particular class of inertial proximal algorithms. Our study provides an algorithmic version of the convergence results obtained by Attouch-Cabot (J Differ Equ 264:7138-7182,2018) in the case of continuous dynamical systems.

DOI10.1007/s10107-019-01412-0