Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators (Q452270)

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Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
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    Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators (English)
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    20 September 2012
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    In the paper, a primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators is considered. Various problems already considered in the literature, which the above mentioned problem contains as particular cases, are presented. In the algorithm, the single-valued operators are processed individually via explicit steps, while the set-valued operators are processed implicitly via their resolvents. Thus, this new splitting method can be well used for numerical purposes. This algorithm can also be applied to minimization problems.
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    maximal monotone operator
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    monotone inclusion
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    nonsmooth convex optimization
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    parallel sum
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    set-valued duality
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    splitting algorithm
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