Convergence of a relaxed inertial forward-backward algorithm for structured monotone inclusions

Attouch, Hedy ; Cabot, Alexandre

HAL, hal-01782016 / Harvested from HAL

Résumé

In a Hilbert space ${\mathcal H}$, we study the convergence properties of a class of relaxed inertial forward-backward algorithms. They aim to solve structured monotone inclusions of the form $Ax + Bx \ni 0$ where $A:{\mathcal H}\to 2^{\mathcal H}$ is a maximally monotone operator and $B:{\mathcal H}\to {\mathcal H}$ is a cocoercive operator. We extend to this class of problems the acceleration techniques initially introduced by Nesterov, then developed by Beck and Teboulle in the case of structured convex minimization (FISTA). As an important element of our approach, we develop an inertial and parametric version of the Krasnoselskii-Mann theorem, where joint adjustment of the inertia and relaxation parameters plays a central role. This study comes as an natural extension of the techniques introduced by the authors for the study of relaxed inertial proximal algorithms. An illustration is given to the inertial Nash equilibration of a game combining non-cooperative and cooperative aspects.

Détail

Publié le : 2018-05-01
Classification:  structured monotone inclusions,  inertial forward-backward algorithms,  Nash equilibration,  convergence rate,  inertial Krasnoselskii-Mann iteration,  cocoercive operators,  relaxation,  49M37, 65K05, 65K10, 90C25,  [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]