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.
Similar content being viewed by others
References
Alvarez, F., Attouch, H.: An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping. Set Valued Anal. 9(1–2), 3–11 (2001)
Alsulami, S.M., Takahashi, W.: Iterative methods for the split feasibility problem in Banach spaces. J. Nonlinear Convex Anal. 16(4), 585–596 (2015)
Attouch, H., Peypouquet, J., Redont, P.: A dynamical approach to an inertial forward-backward algorithm for convex minimization. SIAM J. Optim. 24(1), 232–256 (2014)
Bauschke, H.H., Borwein, J.M.: On projection algorithms for solving convex feasibility problems. SIAM Rev. 38(3), 367–426 (1996)
Bauschke, H.H., Combettes, P.L.: Convex analysis and monotone operator theory in Hilbert spaces. CMS Books in Mathematics/Ouvrages de Mathématiques de la SMC, pp. xvi+468. Springer, New York (2011) (ISBN: 978-1-4419-9466-0)
Beck, A., Teboulle, M.: A fast iterative shrinkage-thresholding algorithm for linear inverse problems. SIAM J. Imaging Sci. 2(1), 183–202 (2009)
Bot, R.I., Csetnek, E.R., Hendrich, C.: Inertial Douglas-Rachford splitting for monotone inclusion. Appl. Math. Comput. 256, 472–487 (2015)
Bot, R.I., Csetnek, E.R.: An inertial alternating direction method of multipliers. Minimax Theory Appl. 1, 29–49 (2016)
Bot, R.I., Csetnek, E.R.: An inertial forward-backward-forward primal-dual splitting algorithm for solving monotone inclusion problems. Numer. Alg. 71, 519–540 (2016)
Byrne, C.: Iterative oblique projection onto convex sets and the split feasibility problem. Inverse Prob. 18(2), 441–453 (2002)
Byrne, C.: A unified treatment of some iterative algorithms in signal processing and image reconstruction. Inverse Prob. 20(1), 103–120 (2004)
Censor, Y., Lent, A.: An iterative row-action method for interval convex programming. J. Optim. Theory Appl. 34(3), 321–353 (1981)
Censor, Y., Bortfeld, T., Martin, B., Trofimov, A.: A unified approach for inversion problems in intensity-modulated radiation therapy. Phys. Med. Biol. 51, 2353–2365 (2006)
Censor, Y., Elfving, T.: A multiprojection algorithm using Bregman projections in a product space. Numer. Algorithms 8(2–4), 221–239 (1994)
Chen, J.-Z., Ceng, L.-C., Qiu, Y.-Q., Kong, Z.-R.: Extra-gradient methods for solving split feasibility and fixed point problems. Fixed Point Theory Appl. (2015) (Paper No. 192, 21 pp)
Chuang, C.-S.: Hybrid inertial proximal algorithm for the split variational inclusion problem in Hilbert spaces with applications. Optimization 66(5), 777–792 (2017)
Contreras, J., Klusch, M., Krawczyk, J.B.: Numerical solution to Nash–Cournot equilibria in coupled constraint electricity markets. IEEE Trans. Power Syst. 19, 195–206 (2004)
Dang, Y., Gao, Y.: The strong convergence of a KM-CQ-like algorithm for a split feasibility problem. Inverse Prob. 27(1), 015007 (2011). 9 pp
Dang, Y., Sun, J., Xu, H.: Inertial accelerated algorithms for solving a split feasibility problem. J. Ind. Manag. Optim. 13(3), 1383–1394 (2017)
Dang, Y.-Z., Sun, J., Zhang, S.: Double projection algorithms for solving the split feasibility problems. J. Ind. Manag. Optim. 15(4), 2023–2034 (2019)
Dong, Q.L., Li, X., Rassias, Th.M.: Two projection algorithms for a class of split feasibility problems with jointly constrained Nash equilibrium models. Optimization. https://doi.org/10.1080/02331934.2020.1753741
Dong, Q.L., Tang, Y.C., Cho, Y.J., Rassias, T.M.: “Optimal” choice of the step length of the projection and contraction methods for solving the split feasibility problem. J. Global Optim. 71(2), 341–360 (2018)
Dong, Q.L., Yuan, H.B., Cho, Y.J., Rassias, T.M.: Modified inertial Mann algorithm and inertial CQ-algorithm for nonexpansive mappings. Optim. Lett. 12, 87–102 (2018)
Fukushima, M.: A relaxed projection method for variational inequalities. Math. Program. 35(1), 58–70 (1986)
Gibali, A., Liu, L.-W., Tang, Y.-C.: Note on the modified relaxation CQ algorithm for the split feasibility problem. Optim. Lett. 12(4), 817–830 (2018)
Gorbachuk, V.M.: Cournot-Nash and Bertrand-Nash equilibria for a heterogeneous duopoly of differentiated products. Cybern. Syst. Anal. 46(1), 25–33 (2010) (translated from Kibernet. Sistem. Anal. 46 (2010), no. 1, 29–37)
Goebel, K., Kirk, W.A.: On Metric Fixed Point Theory. Cambridge University Press, Cambridge (1990)
Hendrickx, J.M., Olshevsky, A.: Matrix \(p\)-norms are NP-hard to approximate if \(P\ne 1,2,\infty \). SIAM J. Matrix Anal. Appl. 31(5), 2802–2812 (2010)
Iusem, A.N.: On some properties of paramonotone operator. Convex Anal. 5, 269–278 (1998)
Iutzeler, F., Hendrickx, J.M.: A generic online acceleration scheme for optimization algorithms via relaxation and inertia. Optim. Methods Softw. 34(2), 383–405 (2019)
Iutzeler, F., Malick, J.: On the proximal gradient algorithm with alternated inertia. J. Optim. Theory Appl. 176(3), 688–710 (2018)
Jouymandi, Z., Moradlou, F.: Extragradient and linesearch methods for solving split feasibility problems in Hilbert spaces. Math. Methods Appl. Sci. 42(12), 4343–4359 (2019)
Kraikaew, R., Saejung, S.: A simple look at the method for solving split feasibility problems in Hilbert spaces. Rev. R. Acad. Cienc. Exactas FÌs. Nat. Ser. A Mat. RACSAM 114(3) (2020) (Paper No. 117, 9 pp)
López, G., Martín-Márquez, V., Wang, F., Xu, H.-K.: Solving the split feasibility problem without prior knowledge of matrix norms. Inverse Prob. 28(8), 085004 (2012). 18 pp
Lorenz, D.A., Pock, T.: An inertial forward-backward algorithm for monotone inclusions. J. Math. Imaging Vision 51(2), 311–325 (2015)
Maingé, P.E.: Inertial iterative process for fixed points of certain quasi-nonexpansive mappings. Set Valued Anal. 15, 67–79 (2007)
Malitsky, Y., Pock, T.: A first-order primal-dual algorithm with linesearch. SIAM J. Optim. 28(1), 411–432 (2018)
Moudafi, A., Oliny, M.: Convergence of a splitting inertial proximal method for monotone operators. J. Comput. Appl. Math. 155, 447–454 (2003)
Mu, Z., Peng, Y.: A note on the inertial proximal point method. Stat. Optim. Inf. Comput. 3(3), 241–248 (2015)
Nesterov, Y.: A method for solving the convex programming problem with convergence rate \(O(1/k^2)\). Dokl. Akad. Nauk SSSR 269, 543–547 (1983)
Polyak, B.T.: Some methods of speeding up the convergence of iteration methods. U. S. S. R. Comput. Math. Math. Phys. 4, 1–17 (1964)
Qin, X., Wang, L.: A fixed point method for solving a split feasibility problem in Hilbert spaces. Rev. R. Acad. Cienc. Exactas FÌs. Nat. Ser. A Mat. RACSAM 113(1), 315–325 (2019)
Shehu, Y.: Iterative methods for split feasibility problems in certain Banach spaces. J. Nonlinear Convex Anal. 16(12), 2351–2364 (2015)
Shehu, Y., Gibali, A.: New inertial relaxed method for solving split feasibilities. Optim. Lett. (2020). https://doi.org/10.1007/s11590-020-01603-1
Shehu, Y., Iyiola, O.S., Enyi, C.D.: An iterative algorithm for solving split feasibility problems and fixed point problems in Banach spaces. Numer. Algorithms 72(4), 835–864 (2016)
Shehu, Y., Vuong, P.T., Cholamjiak, P.: A self-adaptive projection method with an inertial technique for split feasibility problems in Banach spaces with applications to image restoration problems. J. Fixed Point Theory Appl. 21(2) (2019) (Art. 50, 24 pp)
Shehu, Y., Iyiola, O.S.: Convergence analysis for the proximal split feasibility problem using an inertial extrapolation term method. J. Fixed Point Theory Appl. 19(4), 2483–2510 (2017)
Shehu, Y., Iyiola, O.S.: Projection methods with alternating inertial steps for variational inequalities: weak and linear convergence. Appl. Numer. Math. 157, 315–337 (2020)
Schöpfer, F., Schuster, T., Louis, A.K.: An iterative regularization method for the solution of the split feasibility problem in Banach spaces. Inverse Prob. 24, 055008 (2008)
Suantai, S., Pholasa, N., Cholamjiak, P.: Relaxed CQ algorithms involving the inertial technique for multiple-sets split feasibility problems. Rev. R. Acad. Cienc. Exactas Fís. Nat. Ser. A Mat. RACSAM 113(2), 1081–1099 (2019)
Suantai, S., Pholasa, N., Cholamjiak, P.: The modified inertial relaxed CQ algorithm for solving the split feasibility problems. J. Ind. Manag. Optim. 14(4), 1595–1615 (2018)
Tang, Y., Gibali, A.: Several inertial methods for solving split convex feasibilities and related problems. Rev. R. Acad. Cienc. Exactas FÌs. Nat. Ser. A Mat. RACSAM 114(3) (2020) (Paper No. 121, 25 pp)
Wang, F., Xu, H.K.: Cyclic algorithms for split feasibility problems in Hilbert spaces. Nonlinear Anal. Theory Methods Appl. 74, 4105–4111 (2011)
Wang, J., Hu, Y., Li, C., Yao, J.-C.: Linear convergence of CQ algorithms and applications in gene regulatory network inference. Inverse Prob. 33(5), 055017 (2017)
Wang, J., Hu, Y., Yu, C.K.W., Zhuang, X.: A family of projection gradient methods for solving the multiple-sets split feasibility problem. J. Optim. Theory Appl. 183(2), 520–534 (2019)
Wei, J.Y., Yves, S.: Spatial oligopolistic electricity models with Cournot generators and regulated transmission prices. Oper. Res. 47(2), 102–112 (1999)
Xu, H.K.: Iterative methods for the split feasibility problem in infinite-dimensional Hilbert spaces. Inverse Prob. 26, 105018 (2010)
Xu, H.K.: A variable Krasnosel’skii-Mann algorithm and the multiple-set split feasibility problem. Inverse Prob. 22, 2021–2034 (2006)
Yang, Q.: The relaxed CQ algorithm solving the split feasibility problem. Inverse Prob. 20(4), 1261–1266 (2004)
Yao, Y., Qin, X., Yao, J.-C.: Convergence analysis of an inertial iterate for the proximal split feasibility problem. J. Nonlinear Convex Anal. 20(3), 489–498 (2019)
Yen, L.H., Huyen, N.T.T., Muu, L.D.: A subgradient algorithm for a class of nonlinear split feasibility problems: application to jointly constrained Nash equilibrium models. J. Global Optim. 73, 849–868 (2019)
Yu, H., Zhan, W., Wang, F.: The ball-relaxed CQ algorithms for the split feasibility problem. Optimization 67(10), 1687–1699 (2018)
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).
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
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
Received:
Accepted:
Published:
DOI: https://doi.org/10.1007/s13398-020-00979-0