A Variant of the Hybrid Proximal Extragradient Method for Solving Strongly Monotone Inclusions and its Complexity Analysis

作者：Alves Maicon Marques^*; Svaiter B F

来源：Journal of Optimization Theory and Applications, 2016, 168(1): 198-215.

DOI：10.1007/s10957-015-0792-y

• Hybrid proximal extragradient method
• Strongly monotone operators
• Variational inequalities
• Tseng's forward-backward method
• Korpelevich extragradient method

This paper presents and studies the iteration-complexity of a variant of the hybrid proximal extragradient method for solving inclusion problems with strongly (maximal) monotone operators. As applications, we propose and analyze two special cases: variants of the Tseng's forward-backward method for solving monotone inclusions with strongly monotone and Lipschitz continuous operators and of the Korpelevich extragradient method for solving (strongly monotone) variational inequalities.

• 出版日期2016-1