A splitting algorithm for dual monotone inclusions involving cocoercive operators (Q1949306)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A splitting algorithm for dual monotone inclusions involving cocoercive operators
scientific article

    Statements

    A splitting algorithm for dual monotone inclusions involving cocoercive operators (English)
    0 references
    0 references
    6 May 2013
    0 references
    This clearly written paper concerns the problem of solving dual monotone inclusions involving sums of composite parallel-sum type operators. The author revisits the general primal-dual splitting framework proposed by \textit{P. L. Combettes} and \textit{J.-C. Pesquet} [Set-Valued Var. Anal. 20, No. 2, 307--330 (2012; Zbl 1284.47043)] in the presence of Lipschitz operators in the context of cocoercive operators. This leads to a new type of splitting techniques and provides a unifying framework for several algorithms which have recently been proposed in the literature. The strategy used in the proof of the main convergence theorem for the author's splitting algorithm is to reformulate it as a forward-backward splitting algorithm in a real Hilbert space endowed with an appropriate norm. An application to certain minimization problems is also included.
    0 references
    0 references
    cocoercivity
    0 references
    forward-backward algorithm
    0 references
    composite operator
    0 references
    duality
    0 references
    monotone inclusion
    0 references
    monotone operator
    0 references
    operator splitting
    0 references
    primal-dual algorithm
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references