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A new convergence analysis of variable metric forward-backward splitting algorithm with applications. (arXiv:1809.06525v1 [math.FA])
来源于:arXiv
The forward-backward splitting algorithm is a popular operator splitting
method for finding a zero of the sum of two maximal monotone operators, with
one of which is cocoercive operator. In this paper, we present a new
convergence analysis of a variable metric forward-backward splitting algorithm
with relaxation in real Hilbert spaces. We prove the weak convergence of this
algorithm under some weak conditions on the relaxation parameters. Moreover, we
allow the relaxation parameters larger than one. Consequently, we recover a
variable metric proximal point algorithm. As an application, we obtain a
variable metric forward-backward splitting algorithm for solving the
minimization problem of the sum of two convex functions, where one of them is
differentiable with a Lipschitz continuous gradient. Furthermore, we discuss
the applications of this algorithm to the fundamental of the variational
inequalities problem, constrained convex minimization problem, and split
feasibility problem. 查看全文>>