当前位置: X-MOL 学术SIAM J. Optim. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity
SIAM Journal on Optimization ( IF 2.6 ) Pub Date : 2020-05-21 , DOI: 10.1137/18m1207260
Yura Malitsky , Matthew K. Tam

SIAM Journal on Optimization, Volume 30, Issue 2, Page 1451-1472, January 2020.
In this work, we propose a simple modification of the forward-backward splitting method for finding a zero in the sum of two monotone operators. Our method converges under the same assumptions as Tseng's forward-backward-forward method, namely, it does not require cocoercivity of the single-valued operator. Moreover, each iteration only uses one forward evaluation rather than two as is the case for Tseng's method. Variants of the method incorporating a linesearch, relaxation and inertia, or a structured three operator inclusion are also discussed.


中文翻译:

无矫顽力的单调包含的前向后拆分方法

SIAM优化杂志,第30卷,第2期,第1451-1472页,2020
年1月。在这项工作中,我们提出了对前向后向拆分方法的简单修改,以在两个单调算子的总和中找到零。我们的方法在与Tseng的前进-后退-前进方法相同的假设下收敛,即,它不需要单值算子的矫顽力。此外,每次迭代都只使用一个前向评估,而不是Tseng方法的两次评估。还讨论了结合了线搜索,松弛和惯性或结构化的三个算子包含的方法的变体。
更新日期:2020-07-23
down
wechat
bug