Extended forward-backward algorithm

DOI10.1016/J.JMAA.2013.02.022MaRDI QIDQ394937zbMATH OpenOpenAlexFDO

Authors Marc Lassonde, Ludovic Nagesseur

Publication date 28 January 2014

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1212.0523

zbMATH Keywords

\(\varepsilon\)-enlargementconvergence in averageextended sumforward-backward algorithmmaximal monotone operatorprojected subgradient algorithmsplitting algorithm

Mathematics Subject Classification ID

Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25)

Abstract: We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence generated by the algorithm under assumptions similar to those used in classical forward-backward algorithms. This provides as a special case an algorithm for solving convex constrained minimization problems without qualification condition.

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Cited in

(10)

• Extended intrumental variable method: Recurrent algorithms
• The forward-backward algorithm and the normal problem
• New properties of forward-backward splitting and a practical proximal-descent algorithm
• A bundle method using two polyhedral approximations of the -enlargement of a maximal monotone operator
• Forward-backward penalty scheme for constrained convex minimization without inf-compactness
• A direct splitting method for nonsmooth variational inequalities
• Convergence of the forward-backward method for split null-point problems beyond cocoerciveness
• An elementary proof of convergence for the forward-backward splitting algorithm
• Distributed forward-backward methods for ring networks
• Dynamical behavior of a stochastic forward-backward algorithm using random monotone operators

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