{"title":"具有$$\\mathcal {O}\\left( 1/k\\right) $$共hypomonotone 内含物最后迭代收敛率的外梯度型方法","authors":"Quoc Tran-Dinh","doi":"10.1007/s10898-023-01347-z","DOIUrl":null,"url":null,"abstract":"<p>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 <span>\\(\\mathcal {O}\\left( 1/k\\right) \\)</span> last-iterate convergence rates on the residual norm, where <i>k</i> 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.</p>","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"2023-12-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Extragradient-type methods with $$\\\\mathcal {O}\\\\left( 1/k\\\\right) $$ last-iterate convergence rates for co-hypomonotone inclusions\",\"authors\":\"Quoc Tran-Dinh\",\"doi\":\"10.1007/s10898-023-01347-z\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>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 <span>\\\\(\\\\mathcal {O}\\\\left( 1/k\\\\right) \\\\)</span> last-iterate convergence rates on the residual norm, where <i>k</i> 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.</p>\",\"PeriodicalId\":1,\"journal\":{\"name\":\"Accounts of Chemical Research\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":16.4000,\"publicationDate\":\"2023-12-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Accounts of Chemical Research\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s10898-023-01347-z\",\"RegionNum\":1,\"RegionCategory\":\"化学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"CHEMISTRY, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s10898-023-01347-z","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}
引用次数: 0
摘要
我们开发了著名的外梯度法的两个 "涅斯捷罗夫加速 "变体,用于近似求解由两个算子之和构成的共hypomonotone包容体,其中一个算子是立普齐兹连续的,另一个算子可能是多值的。第一种方案可视为曾氏前向-后向-前向分裂(FBFS)方法的加速变体,而第二种方案则是 "过去 "FBFS 方案的涅斯捷罗夫加速变体,只需对 Lipschitz 算子和多值映射的一个解析量进行一次求值。在参数的适当条件下,我们从理论上证明了这两种算法在残差规范上都达到了最后迭代收敛率,其中 k 是迭代计数器。我们的结果可以看作是最近一类用于寻根问题的哈尔彭类方法的替代方案。为了进行比较,我们还对最近的两种用于求解共假单调夹杂的外锚定梯度型方法进行了新的收敛分析。
Extragradient-type methods with $$\mathcal {O}\left( 1/k\right) $$ last-iterate convergence rates for co-hypomonotone inclusions
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 \(\mathcal {O}\left( 1/k\right) \) 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.
期刊介绍:
Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance.
Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.