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New inertial factors of a splitting method for monotone inclusions

Dong Yunda(ydong***at***zzu.edu.cn)
Fang Bingbing (bbfangzzu***at***163.com)
Wang Xiangyang (xiangyang_w***at***126.com)

Abstract: In this article, we consider monotone inclusions of two operators in real Hilbert spaces, in which one is further assumed to be Lipschitz continuous, and we suggest adding an inertial term to a splitting method at each iteration. The associated weak convergence is analyzed under standard assumptions. The way of choosing steplength is self-adaptive via some Armijo-like condition, and it still works even if Lipschitz constant is unkonwn. Rudimentary experiments indicate that the inertial term can improve numerical performance for some test problems.

Keywords: Monotone inclusions; Splitting method; Inertial term; Steplength; Weak convergence

Category 1: Convex and Nonsmooth Optimization


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Entry Submitted: 04/16/2018
Entry Accepted: 04/16/2018
Entry Last Modified: 04/16/2018

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