On the convergence rate improvement of a primal-dual splitting algorithm for solving monotone inclusion problems
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Publication:2340332
Abstract: We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in cite{vu} for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators involved we obtain for the sequences of iterates that approach the solution orders of convergence of O(1/n) and O(omega^n), for , respectively. The investigated primal-dual algorithms are fully decomposable, in the sense that the operators are processed individually at each iteration. We also discuss the modified algorithms in the context of convex optimization problems and present numerical experiments in image processing and support vector machines classification.
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Cites work
- A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings
- A splitting algorithm for dual monotone inclusions involving cocoercive operators
- Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
- From Hahn--Banach to monotonicity
- scientific article; zbMATH DE number 1807400 (Why is no real title available?)
Cited in
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- Parameter identification in PDEs by the solution of monotone inclusion problems
- Continuous dynamics related to monotone inclusions and non-smooth optimization problems
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