A survey on operator splitting and decomposition of convex programs

DOI10.1051/RO/2015065zbMATH Open1360.65169OpenAlexW2527419481MaRDI QIDQ2969955FDOQ2969955

Authors: Arnaud Lenoir, Philippe Mahey 

Publication date: 24 March 2017

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ro/2015065

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zbMATH Keywords

operator splittingalgorithmconvergence accelerationconvex minimizationaugmented Lagrangiandecomposition methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Cites Work

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Cited In (13)

• Operator splitting performance estimation: tight contraction factors and optimal parameter selection
• The geometry of monotone operator splitting methods
• Stochastic decomposition applied to large-scale hydro valleys management
• Risk-averse stochastic programming and distributionally robust optimization via operator splitting
• Another proof and a generalization of a theorem of H. H. Bauschke on monotone operators
• On the convergence rate of the scaled proximal decomposition on the graph of a maximal monotone operator (SPDG) algorithm
• A primal Douglas-Rachford splitting method for the constrained minimization problem in compressive sensing
• A closer look at consistent operator splitting and its extensions for topology optimization
• A unified splitting algorithm for composite monotone inclusions
• A primer on monotone operator methods
• Progressive decoupling of linkages in optimization and variational inequalities with elicitable convexity or monotonicity
• Monotone operator theory in convex optimization
• Decomposition methods for a spatial model for long-term energy pricing problem

Uses Software

• UNLocBoX

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