Convergence Analysis of the Restarted Moving-Anchored Extra-Gradient Method in the Absence of Local Lipschitz Continuity

Abstract

In this paper, we introduce the moving-anchored extra-gradient (MAEG) method for solving monotone inclusion problems involving the sum of a continuous monotone operator and a maximal monotone operator. Notably, the distance from the anchor point to the solution set is designed to be monotonically non-increasing. Under Lipschitz continuity of the forward operator, MAEG attains an $\mathcal{O}(1/k)$ non-asymptotic iteration complexity, and when a positive anchor-update parameter is used, it further achieves an $o(1/k)$ asymptotic rate. Furthermore, leveraging the specific behavior of the anchor point, we propose a tailored restart strategy. We demonstrate that this strategy ensures convergence even in the absence of local Lipschitz continuity, while preserving the original iteration complexity guarantees whenever the Lipschitz condition holds.