Extragradient Method with Flexible Anchoring: Strong Convergence and Fast Residual Decay
Abstract
Abstract. In this paper, we introduce a novel extragradient 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 [Formula: see text] for standard parameter choices. Numerical experiments highlight the competitiveness of the method and demonstrate how its flexible design enhances practical performance.
Fields of Study & Subjects
Stochastic Gradient Optimization Techniques
Numerical methods in inverse problems
Advanced Optimization Algorithms Research
Publication details
- Journal / source
- SIAM Journal on Optimization
- Publisher
- Society for Industrial & Applied Mathematics (SIAM)
- Volume
- 36
- Issue
- 3
- Pages
- 1420–1445
- Publication date
- 8 July 2026
- Language
- EN