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Extra-Gradient Method with Flexible Anchoring: Strong Convergence and Fast Residual Decay
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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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Accelerating Diagonal Methods for Bilevel Optimization: Unified Convergence via Continuous-Time Dynamics
For proximal-gradient and Nesterov-accelerated diagonal methods, the paper derives unified o(k^-eta) inner rates and weak convergence under Holderian growth or the Attouch-Czarnecki condition.
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