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Global and linear convergence of alternated inertial methods for split feasibility problems

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Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas Aims and scope Submit manuscript

Abstract

The focus of this paper is to introduce algorithms with alternated inertial step to solve split feasibility problems. We obtain global convergence of the sequences of iterates generated by the proposed methods under some appropriate conditions. When the split feasibility problem satisfies some bounded linear regularity property, we show that the generated sequences converge linearly. As far as we know, no linear convergence result has been obtained before now for algorithms with inertial steps to solve split feasibility problems in the literature. Our numerical experiments which include a real-world application to jointly constrained Nash equilibrium model show that our methods outperform some inertial methods and other related methods for split feasibility problems in the literature.

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Acknowledgements

The authors are grateful to the anonymous referee for the insightful comments and suggestions which have improved the earlier version of the manuscript greatly. We also thank Professor Fenghui Wang for his valuable help in the program. The second and third authors are supported by the Open Fund of Tianjin Key Lab for Advanced Signal Processing (2019ASP-TJ03).

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Shehu, Y., Dong, QL. & Liu, LL. Global and linear convergence of alternated inertial methods for split feasibility problems. RACSAM 115, 53 (2021). https://doi.org/10.1007/s13398-020-00979-0

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