Solving monotone inclusions with linear multi-step methods. (Q1404232)

The authors derive a new class of proximal-like algorithms for solving monotone inclusions of the form \(0\in T(x)\), where \(T\) is a set-valued mapping on a real Hilbert space. The algorithms are obtained by applying linear multi-step methods of numerical integration in order to solve the differential inclusion \(\dot x(t)\in T(x(t))\) which can be viewed as a generalization of the steepest descent method for a convex function. Convergence properties are studied.