A modification of the forward-backward splitting method for maximal monotone mappings

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Abstract

In this paper, we propose a modification of the forward-backward splitting method for maximal monotone mappings, where we adopt a new stepsize scheme in generating the next iterate. This modification is motivated by the ingenious rule proposed by He and Liao in modified Korpelevich's extragradient method [13]. Under suitable conditions, we prove the global convergence of the new algorithm. We apply our method to solve some monotone variational inequalities and report its numerical results. Comparisons with modified Khobotov-Korpelevich's extragradient method [13, 14] and Tseng's method [30] show the significance of our work.

Original languageEnglish
Pages (from-to)295-307
Number of pages13
JournalNumerical Algebra, Control and Optimization
Volume3
Issue number2
DOIs
StatePublished - Apr 2013
Externally publishedYes

Keywords

  • Co-coercive
  • Forward-backward splitting method
  • Maximal monotone
  • Projection
  • Variational inequality

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