A double forward-backward algorithm using linesearches for minimization problem

Prasit Cholamjiak, Kunrada Kankam, Phootares Srinet, Nattawut Pholasa

Abstract

In this paper, we  introduce a novel forward-backward algorithm involving  linesearches  for solving nonsmooth optimization problems in Hilbert spaces. The convergence including the complexity are proved under mild conditions.Further, some numerical experiments are tested to show the efficiency and the implementation of our algorithms. It reveals that the proposed method has a good convergence in terms of CPU time and number of iterations.