Systems of Structured Monotone Inclusions: Duality, Algorithms, and Applications
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Publication:5408226
DOI10.1137/130904160zbMath1314.47105arXiv1212.6631OpenAlexW2003327120MaRDI QIDQ5408226
Publication date: 9 April 2014
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Abstract: A general primal-dual splitting algorithm for solving systems of structured coupled monotone inclusions in Hilbert spaces is introduced and its asymptotic behavior is analyzed. Each inclusion in the primal system features compositions with linear operators, parallel sums, and Lipschitzian operators. All the operators involved in this structured model are used separately in the proposed algorithm, most steps of which can be executed in parallel. This provides a flexible solution method applicable to a variety of problems beyond the reach of the state-of-the-art. Several applications are discussed to illustrate this point.
Full work available at URL: https://arxiv.org/abs/1212.6631
monotone operatoroperator splittingcoupled systemparallel algorithmconvex minimizationinfimal convolutionparallel sumstructured minimization problem
Numerical mathematical programming methods (65K05) Convex programming (90C25) Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25) Variational and other types of inclusions (47J22)
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