降低 Tseng 算法中的 Lipschitz 常数及其收敛性分析
Reducing the Lipschitz Constant in Tseng Algorithm and the Convergence Analysis
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中文总结 AI 辅助
本文放宽了 Tseng 算法对算子单调性的要求,证明其弱收敛和线性收敛,从而降低 Lipschitz 常数,提高分解效率,适用于大数据场景,并提供数值验证。
中文摘要 AI 辅助
本文证明了 Tseng 算法应用于两个算子之和的零点问题时的弱收敛和线性收敛,其中每个算子不一定单调,而现有文献中的研究要求两个算子均单调。因此,这使我们能够更高效地分解,并显著降低 Lipschitz 常数,这在大数据中尤其有意义。还提供了支持理论结果的数值示例。
英文摘要
In this paper, we prove the weak and linear convergence of Tseng algorithm applied to the zero of sum of two operators problem where each operator is not necessarily monotone while existing researches in the literature require the monotonicity of both operators. Consequently it allows us to decompose more efficiently and can reduce the Lipschitz constant significantly, which is meaningful especially in big data. Numerical examples supporting the theoretical results are also provided.
发表机构
- Ton Duc Thang University(胡志明市铁城大学)
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