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Forward–Reflected–Backward Splitting Algorithms with Momentum: Weak, Linear and Strong Convergence Results

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Abstract

This paper studies the forward–reflected–backward splitting algorithm with momentum terms for monotone inclusion problem of the sum of a maximal monotone and Lipschitz continuous monotone operators in Hilbert spaces. The forward–reflected–backward splitting algorithm is an interesting algorithm for inclusion problems with the sum of maximal monotone and Lipschitz continuous monotone operators due to the inherent feature of one forward evaluation and one backward evaluation per iteration it possesses. The results in this paper further explore the convergence behavior of the forward–reflected–backward splitting algorithm with momentum terms. We obtain weak, linear, and strong convergence results under the same inherent feature of one forward evaluation and one backward evaluation at each iteration. Numerical results show that forward–reflected–backward splitting algorithms with momentum terms are efficient and promising over some related splitting algorithms in the literature.

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Data sharing not applicable to this article as no datasets were generated or analyzed during the current study.

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The Matlab codes employed to run the numerical experiments are available on request.

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Y.S. and Y.Y wrote the manuscript and A.A prepared the all the figures and tables.

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Correspondence to Yekini Shehu.

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Yao, Y., Adamu, A. & Shehu, Y. Forward–Reflected–Backward Splitting Algorithms with Momentum: Weak, Linear and Strong Convergence Results. J Optim Theory Appl (2024). https://doi.org/10.1007/s10957-024-02410-9

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