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Convergence analysis of two-step inertial Douglas-Rachford algorithm and application

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Abstract

Monotone inclusion problems are crucial to solve engineering problems and problems arising in different branches of science. In this paper, we propose a novel two-step inertial Douglas-Rachford algorithm to solve the monotone inclusion problem of the sum of two maximally monotone operators based on the normal S-iteration method (Sahu, D.R.: Applications of the S-iteration process to constrained minimization problems and split feasibility problems. Fixed Point Theory 12(1), 187–204 (2011)). We have studied the convergence behavior of the proposed algorithm. Based on the proposed method, we develop an inertial primal-dual algorithm to solve highly structured monotone inclusions containing the mixtures of linearly composed and parallel-sum type operators. Finally, we apply the proposed inertial primal-dual algorithm to solve a highly structured minimization problem. We also perform a numerical experiment to solve the generalized Heron problem and compare the performance of the proposed inertial primal-dual algorithm to already known algorithms.

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Acknowledgements

Avinash Dixit express thanks to IIT(BHU) for the fellowship in form of Teaching Assistantship. UGC, India is acknowledged gratefully by Pankaj Gautam for senior research fellowship.

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Authors and Affiliations

  1. Department of Mathematical Sciences, Indian Institute of Technology (BHU), Varanasi, India

    Avinash Dixit, Pankaj Gautam & T. Som

  2. Department of Mathematics, Institute of science, Banaras Hindu University, Varanasi, India

    D. R. Sahu

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  1. Avinash Dixit
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  2. D. R. Sahu
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  3. Pankaj Gautam
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  4. T. Som
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Correspondence to Pankaj Gautam.

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Dixit, A., Sahu, D.R., Gautam, P. et al. Convergence analysis of two-step inertial Douglas-Rachford algorithm and application. J. Appl. Math. Comput. 68, 953–977 (2022). https://doi.org/10.1007/s12190-021-01554-5

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  • DOI: https://doi.org/10.1007/s12190-021-01554-5

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