A parallel splitting method for coupled monotone inclusions
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coupled systemsdemiregular operatorevolution inclusionforward-backward algorithmmaximal monotone operatoroperator splittingparallel algorithmstrong convergenceweak convergence
Evolution inclusions (34G25) Monotone operators and generalizations (47H05) Variational and other types of inclusions (47J22) Iterative procedures involving nonlinear operators (47J25) Nonlinear evolution equations (47J35) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Numerical optimization and variational techniques (65K10) Traffic problems in operations research (90B20) Convex programming (90C25)
Abstract: A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces. Convergence is established for a wide class of coupling schemes. Unlike classical alternating algorithms, which are limited to two variables and linear coupling, our parallel method can handle an arbitrary number of variables as well as nonlinear coupling schemes. The breadth and flexibility of the proposed framework is illustrated through applications in the areas of evolution inclusions, dynamical games, signal recovery, image decomposition, best approximation, network flows, and variational problems in Sobolev spaces.
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- scientific article; zbMATH DE number 7313287
- A splitting algorithm for coupled system of primal-dual monotone inclusions
Cited in
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