Inertial Three-Operator Splitting Method and Applications

We introduce an inertial variant of the forward-Douglas-Rachford splitting and analyze its convergence. We specify an instance of the proposed method to the three-composite convex minimization template. We provide practical guidance on the selection of the inertial parameter based on the adaptive starting idea. Finally, we illustrate the practical performance of our method in various machine learning applications.

Presented at:
SIAM Conference on Optimization - OP17, Vancouver, British Columbia, Canada, May 22-25, 2017
Apr 30 2019
This work is presented at SIAM Conference on Optimization (OP17) in Vancouver, British Columbia, Canada on the 23rd of May 2017 by Bang Cong Vu.
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 Record created 2019-04-30, last modified 2020-04-20

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