Inertial Algorithms for Monotone Inclusions and Fixed-Point Problems


We present an overview of the dynamical aspects of old and new first order methods used in optimization and variational analysis, and how inertial features and relaxation can help improve their performance. Special attention will be paid to inertial and overrelaxed primal-dual methods, as an illustration.


J Peypouquet obtained his PhD from Sorbonne Université (formerly Pierre et Marie Curie – Paris VI) and the University of Chile in 2007, and his Habilitation from Sorbonne Université in 2014. He studies the convergence and complexity of first order numerical optimization methods, including accelerated variants and extensions to equilibrium and fixed point problems. He is currently the chair of Optimization at the Bernoulli Institute for Mathematics, Computer Science and Artificial Intelligence of the University of Groningen in the Netherlands.