An Inertial Forward-Backward Algorithm for Monotone Inclusions

  title={An Inertial Forward-Backward Algorithm for Monotone Inclusions},
  author={Dirk A. Lorenz and Thomas Pock},
  journal={Journal of Mathematical Imaging and Vision},
In this paper, we propose an inertial forward-backward splitting algorithm to compute a zero of the sum of two monotone operators, with one of the two operators being co-coercive. The algorithm is inspired by the accelerated gradient method of Nesterov, but can be applied to a much larger class of problems including convex-concave saddle point problems and general monotone inclusions. We prove convergence of the algorithm in a Hilbert space setting and show that several recently proposed first… CONTINUE READING
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