Extra-Gradient Method with Flexible Anchoring: Strong Convergence and Fast Residual Decay

Radu Ioan Boţ; Enis Chenchene

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arXiv · 2410.14369

Extra-Gradient Method with Flexible Anchoring: Strong Convergence and Fast Residual Decay

Radu Ioan Boţ·Enis Chenchene

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Abstract

In this paper, we introduce a novel Extra-Gradient method with anchor term governed by general parameters. Our method is derived from an explicit discretization of a Tikhonov-regularized monotone flow in Hilbert space, which provides a theoretical foundation for analyzing its convergence properties. We establish strong convergence to specific points within the solution set, as well as convergence rates expressed in terms of the regularization parameters. Notably, our approach recovers the fast residual decay rate $O(k^{-1})$ for standard parameter choices. Numerical experiments highlight the competitiveness of the method and demonstrate how its flexible design enhances practical performance.

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Radu Ioan Boţ, Enis Chenchene. 2024-10-18. Extra-Gradient Method with Flexible Anchoring: Strong Convergence and Fast Residual Decay. https://arxiv.org/abs/2410.14369

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