Convergence of a splitting inertial proximal method for monotone operators

Abdellatif Moudafi (1) , M. Oliny (1)

1 GRIMAAG - Groupe de Recherche en Informatique et Mathématiques Appliquées Antilles-Guyane

A forward-backward inertial procedure for solving the problem of finding a zero of the sum of two maximal monotone operators is proposed and its convergence is established under a cocoercivity condition with respect to the solution set.

Mots clés: Monotone operators; Enlargements; Proximal point algorithm; Cocoercivity; Splitting algorithm; Projection; Convergence

Domaines: Optimisation et contrôle [math.OC]

Abdellatif Moudafi, M. Oliny. Convergence of a splitting inertial proximal method for monotone operators. Journal of Computational and Applied Mathematics, 2003, 155 (2), pp.447-454. ⟨10.1016/S0377-0427(02)00906-8⟩. ⟨hal-00780778⟩