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math.OC2024
A relative-error inexact ADMM splitting algorithm for convex optimization with inertial effects
M. Marques Alves, M. Geremia
We propose a new relative-error inexact version of the alternating direction method of multipliers (ADMM) for convex optimization. We prove the asymptotic convergence of our main a…
math.OC2024
A strongly convergent inertial inexact proximal-point algorithm for monotone inclusions with applications to variational inequalities
M. Marques Alves, J. E. Navarro Caballero, M. Geremia +1
We propose an inertial variant of the strongly convergent inexact proximal-point (PP) method of Solodov and Svaiter (2000) for monotone inclusions. We prove strong convergence of o…