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scientific article; zbMATH DE number 1488000
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scientific article; zbMATH DE number 1488000 |
Statements
10 August 2000
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convergence
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splitting method
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maximal monotone operators
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decomposition methods
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Tikhonov-Passty method
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barycentric-proximal method
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Markowitz's portfolio selection problem
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0.7849400043487549
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0.7803909182548523
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0.7782661318778992
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0.7755251526832581
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The convergence of a general splitting method for finding a particular zero of the sum of two maximal monotone operators is studied. New general decomposition methods and convergence results are presented. A new selection method called Tikhonov-Passty method is suggested, its convergence is investigated and the barycentric-proximal method is described. Its connection with the Passty scheme is studied. An application of the results to Markowitz's portfolio selection problem is given. For the entire collection see [Zbl 0935.00054].
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