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Newton-like Inertial Dynamics and Proximal Algorithms Governed by Maximally Monotone Operators

Newton-like Inertial Dynamics and Proximal Algorithms Governed by Maximally Monotone Operators

The introduction of the Hessian damping in the continuous version of Nesterov's accelerated gradient method provides, by temporal discretization, fast proximal gradient algorithms where the oscillations are significantly attenuated. We will extend these results to the maximally monotone case. We rely on the technique introduced by Attouch and Peypouquet [Math. …