The asymptotic behavior of an inertial alternating proximal algorithm for monotone inclusions

The aim of this paper is to investigate the asymptotic behavior of an inertial alternating algorithm based on the composition of resolvents of monotone operators. The proposed algorithm is a generalization of those proposed in Attouch et al. (2007) [3] and Bauschke et al. (2005) [1]. As a special case, we also recover the classical alternating minimization algorithm (Acker, 1980) [2], which itself is a natural extension of the alternating projection algorithm of von Neumann (1950) [4]. An application to equilibrium problems is also proposed. (C) 2010 Elsevier Ltd. All rights reserved.