Abstract
We present a strongly convergent Halpern-type proximal point algorithm with double inertial effects to find a zero of a maximal monotone operator in Hilbert spaces. The strong convergence results are obtained without on-line rule of the inertial parameters and the iterates. This makes our proof arguments different from what is obtainable in the literature where on-line rule is imposed on a strongly convergent proximal point algorithm with inertial extrapolation. Numerical examples with applications to image restoration and compressed sensing show that our proposed algorithm is useful and has practical advantages over existing ones.
Similar content being viewed by others
Data availability
Data sharing was not applicable to this article as no datasets were generated or analyzed during the current study.
Code availability
The MATLAB codes employed to run the numerical experiments are available on request.
References
Aluffi-Pentini, F., Parisi, V., Zirilli, F.: Algorithm 617. DAFNE: a differential-equations algorithm for nonlinear equations. ACM Trans. Math. Softw. 10, 317–324 (1984)
Alvarez, F.: On the minimizing property of a second order dissipative system in Hilbert spaces. SIAM J. Control Optim. 38, 1102–1119 (2000)
Alvarez, F.: Weak convergence of a relaxed and inertial hybrid projection-proximal point algorithm for maximal monotone operators in Hilbert space. SIAM J. Optim. 14, 773–782 (2004)
Alvarez, F., Attouch, H.: An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping. Set-Valued Anal. 9, 3–11 (2001)
Antipin, A.S.: Minimization of convex functions on convex sets by means of differential equations, Differentsial’nye Uravneniya 30, 1475–1486 (1994), 1652; translation in Differential Equations 30 (1994), 1365–1375
Bai, J., Zhang, H., Li, J.: A parameterized proximal point algorithm for separable convex optimization. Optim. Lett. 12, 1589–1608 (2018)
Boikanyo, O.A., Morosanu, G.: Modified Rockafellar’s algorithms. Math. Sci. Res. J. 13, 101–122 (2009)
Boikanyo, O.A., Morosanu, G.: A proximal point algorithm converging strongly for general errors. Optim. Lett. 4, 635–641 (2010)
Boikanyo, O.A., Morosanu, G.: Four parameter proximal point algorithms. Nonlinear Anal. 74, 544–555 (2011)
Boikanyo, O.A., Morosanu, G.: Inexact Halpern-type proximal point algorithm. J. Global Optim. 51, 11–26 (2011)
Bruck, R.E., Jr.: Asymptotic convergence of nonlinear contraction semigroups in Hilbert space. J. Funct. Anal. 18, 15–26 (1975)
Cegielski, A.: Iterative Methods for Fixed Point Problems in Hilbert Spaces. Lecture Notes in Mathematics, vol. 2057. Springer, Berlin (2012)
Chen, C., Ma, S., Yang, J.: A general inertial proximal point algorithm for mixed variational inequality problem. SIAM J. Optim. 25, 2120–2142 (2015)
Cholamjiak, W., Dutta, H.: Viscosity modification with parallel inertial two steps forward–backward splitting methods for inclusion problems applied to signal recovery. Chaos Solitons Fractals 157, 111858 (2022)
Cholamjiak, W., Cholamjiak, P., Suantai, S.: An inertial forward–backward splitting method for solving inclusion problems in Hilbert spaces. J. Fixed Point Theory Appl. 20(42), 1–17 (2018)
Combettes, P.L., Glaudin, L.E.: Quasi-nonexpansive iterations on the affine hull of orbits: from Mann’s mean value algorithm to inertial methods. SIAM J. Optim. 27, 2356–2380 (2017)
Corman, E., Yuan, X.M.: A generalized proximal point algorithm and its convergence rate. SIAM J. Optim. 24, 1614–1638 (2014)
Dey, S.: A hybrid inertial and contraction proximal point algorithm for monotone variational inclusions. Numer. Algor. 93, 1–25 (2023)
Djafari Rouhani, B., Mohebbi, V.: Strong convergence of an inexact proximal point algorithm in a Banach space. J. Optim. Theory Appl. 186, 134–147 (2020)
Dong, Q.L., Huang, J.Z., Li, X.H., Cho, Y.J., Rassias, Th.M.: MiKM: multi-step inertial Krasnosel’skii–Mann algorithm and its applications. J. Global Optim. 73, 801–824 (2019)
Douglas, J., Rachford, H.H.: On the numerical solution of heat conduction problems in two or three space variables. Trans. Am. Math. Soc. 82, 421–439 (1956)
Eckstein, J., Bertsekas, D.P.: On the Douglas–Rachford splitting method and the proximal point algorithm for maximal monotone operators. Math. Program. 55, 293–318 (1992)
Gabay, D., Mercier, B.: A dual algorithm for the solution of nonlinear variational problems via finite element approximation. Comput. Math. Appl. 2, 17–40 (1976)
Glowinski, R., Marrocco, A.: Sur l’approximation, par élḿents finis d’ordre un, et la résolution, par pénalisation-dualité, d’une classe de problèmes de Dirichlet non linéaires. Rev. Française Automat. Informat. Recherche Opérationnelle Sér, Rouge Anal. Numér. 9(R–2), 41–76 (1975)
Güler, O.: On the convergence of the proximal point algorithm for convex minimization. SIAM J. Control Optim. 29, 403–419 (1991)
Güler, O.: New proximal point algorithms for convex minimization. SIAM J. Optim. 2, 649–664 (1992)
He, Z., Zhang, D., Gu, F.: Viscosity approximation method for m-accretive mapping and variational inequality in Banach space. An. Stiint. Univ. Ovidius Constanta Ser. Mat. 17, 91–104 (2009)
Hestenes, M.R.: Multiplier and gradient methods. J. Optim. Theory Appl. 4, 303–320 (1969)
Iyiola, O.S., Shehu, Y.: Convergence results of two-step inertial proximal point algorithm. Appl. Numer. Math. 182, 57–75 (2022)
Kamimura, S., Takahashi, W.: Approximating solutions of maximal monotone operators in Hilbert spaces. J. Approx. Theory 106, 226–240 (2000)
Khatibzadeh, H., Ranjbar, S.: On the strong convergence of Halpern type proximal point algorithm. J. Optim. Theory Appl. 158, 385–396 (2013)
Kim, D.: Accelerated proximal point method for maximally monotone operators. Math. Program. 190, 57–87 (2021)
Kohlenbach, U.: On the proximal point algorithm and its Halpern-type variant for generalized monotone operators in Hilbert space. Optim. Lett. 16, 611–621 (2022)
Leuştean, L., Pinto, P.: Quantitative results on a Halpern-type proximal point algorithm. Comput. Optim. Appl. 79, 101–125 (2021)
Lions, P.L., Mercier, B.: Splitting algorithms for the sum of two nonlinear operators. SIAM J. Numer. Anal. 16, 964–979 (1979)
Lorenz, D.A., Pock, T.: An inertial forward–backward algorithm for monotone inclusions. J. Math. Imaging Vision 51, 311–325 (2015)
Maingé, P.E.: Approximation methods for common fixed points of nonexpansive mappings in Hilbert spaces. J. Math. Anal. Appl. 325, 469–479 (2007)
Maingé, P.E., Merabet, N.: A new inertial-type hybrid projection-proximal algorithm for monotone inclusions. Appl. Math. Comput. 215, 3149–3162 (2010)
Marino, G., Xu, H.K.: Convergence of generalized proximal point algorithm. Commun. Pure Appl. Anal. 3, 791–808 (2004)
Martinet, B.: Régularisation d’inéquations variationnelles par approximations successives. (French) Rev. Française Informat. Recherche Opérationnelle 4(Sér. R–3), 154–158 (1970)
Moreau, J.J.: Proximité et dualité dans un espace Hilbertien. Bull. Soc. Math. France 93, 273–299 (1965)
Moudafi, A., Elisabeth, E.: An approximate inertial proximal method using the enlargement of a maximal monotone operator. Int. J. Pure Appl. Math. 5, 283–299 (2003)
Pinto, P.: A rate of metastability for the Halpern type proximal point algorithm. Numer. Funct. Anal. Optim. 42, 320–343 (2021)
Polyak, B.T.: Introduction to Optimization. Optimization Software Inc., Publications Division, New York (1987)
Poon, C., Liang, J.: Geometry of First-Order Methods and Adaptive Acceleration. arXiv:2003.03910 (2020)
Poon, C., Liang, J.: Trajectory of Alternating Direction Method of Multipliers and Adaptive Acceleration. arXiv:1906.10114 (2019)
Powell, M.J.D.: A method for nonlinear constraints in minimization problems. In: Fletcher, R. (ed.) Optimization, pp. 283–298. Academic Press, New York (1969)
Rockafellar, R.T.: Monotone operators and the proximal point algorithm. SIAM J. Control Optim. 14, 877–898 (1976)
Rockafellar, R.T.: Monotone operators and the proximal point algorithm. SIAM J. Control. Optim. 14, 877–898 (1976)
Saejung, S., Yotkaew, P.: Approximation of zeros of inverse strongly monotone operators in Banach spaces. Nonlinear Anal. 75, 742–750 (2012)
Tan, B., Cho, S.Y.: Strong convergence of inertial forward–backward methods for solving monotone inclusions. Appl. Anal. 101, 5386–5414 (2022)
Tao, M., Yuan, X.: On the optimal linear convergence rate of a generalized proximal point algorithm. J. Sci. Comput. 74, 826–850 (2018)
Thong, D.V., Vinh, N.T., Cho, Y.J.: New strong convergence theorem of the inertial projection and contraction method for variational inequality problems. Numer. Algor. 84, 285–305 (2020)
Wang, F., Cui, H.: On the contraction-proximal point algorithms with multi-parameters. J. Global Optim. 54, 485–491 (2012)
Xu, H.K.: Iterative algorithms for nonlinear operators. J. Lond. Math. Soc. 66, 240–256 (2002)
Xu, H.K.: A regularization method for the proximal point algorithm. J. Global Optim. 36, 115–125 (2006)
Yao, Y., Noor, M.A.: On convergence criteria of generalized proximal point algorithms. J. Comput. Appl. Math. 217, 46–55 (2008)
Zhang, C., Dong, Q.L., Chen, J.: Multi-step inertial proximal contraction algorithms for monotone variational inclusion problems. Carpath. J. Math. 36, 159–177 (2020)
Funding
Not applicable.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
The authors declare no competing interests.
Consent for Publication
All the authors gave consent for the publication of identifiable details to be published in the journal and article.
Ethical Approval and Consent to participate
All the authors gave the ethical approval and consent to participate in this article.
Additional information
Communicated by Shoham Sabach.
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Jolaoso, L.O., Shehu, Y. & Yao, JC. Strongly Convergent Inertial Proximal Point Algorithm Without On-line Rule. J Optim Theory Appl 200, 555–584 (2024). https://doi.org/10.1007/s10957-023-02355-5
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10957-023-02355-5