IDEAS home Printed from https://ideas.repec.org/a/spr/jglopt/v89y2024i1d10.1007_s10898-023-01347-z.html
   My bibliography  Save this article

Extragradient-type methods with $$\mathcal {O}\left( 1/k\right) $$ O 1 / k last-iterate convergence rates for co-hypomonotone inclusions

Author

Listed:
  • Quoc Tran-Dinh

    (The University of North Carolina at Chapel Hill)

Abstract

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 $$\mathcal {O}\left( 1/k\right) $$ 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.

Suggested Citation

  • Quoc Tran-Dinh, 2024. "Extragradient-type methods with $$\mathcal {O}\left( 1/k\right) $$ O 1 / k last-iterate convergence rates for co-hypomonotone inclusions," Journal of Global Optimization, Springer, vol. 89(1), pages 197-221, May.
  • Handle: RePEc:spr:jglopt:v:89:y:2024:i:1:d:10.1007_s10898-023-01347-z
    DOI: 10.1007/s10898-023-01347-z
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10898-023-01347-z
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10898-023-01347-z?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:89:y:2024:i:1:d:10.1007_s10898-023-01347-z. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.