An Algorithmic Framework of Variable Metric Over-Relaxed Hybrid Proximal Extra-Gradient Method

Li Shen, Peng Sun, Yitong Wang, Wei Liu, Tong Zhang

Abstract: We propose a novel algorithmic framework of Variable Metric Over-Relaxed Hybrid Proximal Extra-gradient (VMOR-HPE) method with a global convergence guarantee for the maximal monotone operator inclu...