Extragradient-Type Methods with $\mathcal{O} (1/k)$ Last-Iterate Convergence Rates for Co-Hypomonotone Inclusions

arXiv (Cornell University)(2023)

引用 0|浏览1
暂无评分
摘要
We develop two "Nesterov's accelerated" variants of the well-known extragradient method to approximate a solution of a co-hypomonotone inclusion constituted by the sum of two operators, where one is Lipschitz continuous and the other is possibly multivalued. The first scheme can be viewed as an accelerated variant of Tseng's forward-backward-forward splitting (FBFS) method, while the second one is a Nesterov's accelerated variant of the "past" FBFS scheme, which requires only one evaluation of the Lipschitz operator and one resolvent of the multivalued mapping. Under appropriate conditions on the parameters, we theoretically prove that both algorithms achieve $\mathcal{O}(1/k)$ last-iterate convergence rates on the residual norm, where $k$ is the iteration counter. Our results can be viewed as alternatives of a recent class of Halpern-type methods for root-finding problems. For comparison, we also provide a new convergence analysis of the two recent extra-anchored gradient-type methods for solving co-hypomonotone inclusions.
更多
查看译文
关键词
convergence rates,methods,extragradient-type,last-iterate,co-hypomonotone
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要