An inexact Spingarn's partial inverse method with applications to operator splitting and composite optimization (Q1695823)

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An inexact Spingarn's partial inverse method with applications to operator splitting and composite optimization
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    An inexact Spingarn's partial inverse method with applications to operator splitting and composite optimization (English)
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    8 February 2018
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    The problem of finding a point in the graph of a maximal monotone operator on a Hilbert space such that the primal variable belongs to a closed subspace whereas the dual is required to belong to its orthogonal complement, is sometimes referred to as a partial inverse method. This framework encompasses certain convex minimization problems and inclusion problems defined by the sum of finitely many maximal monotone operators. The iteration-complexity of a proposed inexact version of the partial inverse method is analysed, aided by recent developments in hybrid proximal extragradient methods. A~certain approximate solution notion is proposed and pointwise and ergodic iteration-complexity results for the new inexact partial inverse method are obtained. Applications include a proposal to study an inexact operator splitting method for solving monotone inclusion problems, stated earlier.
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    inexact proximal point methods
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    partial inverse method
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    splitting
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    composite optimization
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    forward-backward
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    parallel
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    iteration-complexity
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