作者
Yura Malitsky, Matthew K Tam
发表日期
2020
期刊
SIAM Journal on Optimization
卷号
30
期号
2
页码范围
1451-1472
出版商
Society for Industrial and Applied Mathematics
简介
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.
学术搜索中的文章
Y Malitsky, MK Tam - SIAM Journal on Optimization, 2020
Y Malitsky, MK Tam - arXiv preprint arXiv:1808.04162, 1808