Regularized HPE-Type Methods for Solving Monotone Inclusions with Improved Pointwise Iteration-Complexity Bounds

نویسندگان

  • Maicon Marques Alves
  • Renato D. C. Monteiro
  • Benar Fux Svaiter
چکیده

This paper studies the iteration-complexity of new regularized hybrid proximal extragradient (HPE)-type methods for solving monotone inclusion problems (MIPs). The new (regularized HPE-type) methods essentially consist of instances of the standard HPE method applied to regularizations of the original MIP. It is shown that its pointwise iteration-complexity considerably improves the one of the HPE method while approaches (up to a logarithmic factor) the ergodic iteration-complexity of the latter method. 2000 Mathematics Subject Classification: 47H05, 47J20, 90C060, 90C33, 65K10.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 26  شماره 

صفحات  -

تاریخ انتشار 2016