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Regularized HPE-type methods for solving monotone inclusions with improved pointwise iteration-complexity bounds

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.

preprint2015arXivOpen access
Maicon Marques AlvesRenato D. C. MonteiroBenar F. Svaiter
math.OC
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Open access3 authors1 topic
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Maicon Marques AlvesRenato D. C. MonteiroBenar F. Svaiter

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