Coupling Forward-Backward with Penalty Schemes and Parallel Splitting for Constrained Variational Inequalities

DOI10.1137/110820300zbMath1233.37063OpenAlexW2077726563MaRDI QIDQ3225229

Marc-Olivier Czarnecki, Juan Peypouquet, Hedy Attouch

Publication date: 16 March 2012

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110820300

zbMATH Keywords

maximal monotone operatorsvariational inequalitiescoupled systemshierarchical optimizationconstrained convex optimizationcompressive sensingforward-backward algorithmspenalization methodscocoercive operatorsparallel splitting methodsPassty's theorem

Mathematics Subject Classification ID

Related Items (40)

Penalty schemes with inertial effects for monotone inclusion problems ⋮ Stochastic forward-backward splitting for monotone inclusions ⋮ A relaxed-projection splitting algorithm for variational inequalities in Hilbert spaces ⋮ Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics ⋮ Dynamical systems and forward–backward algorithms associated with the sum of a convex subdifferential and a monotone cocoercive operator ⋮ Combining fast inertial dynamics for convex optimization with Tikhonov regularization ⋮ Backward-forward algorithms for structured monotone inclusions in Hilbert spaces ⋮ Forward-backward penalty scheme for constrained convex minimization without inf-compactness ⋮ Levenberg-Marquardt dynamics associated to variational inequalities ⋮ A proximal alternating linearization method for minimizing the sum of two convex functions ⋮ Unnamed Item ⋮ Alternating forward-backward splitting for linearly constrained optimization problems ⋮ Generalized forward-backward splitting with penalization for monotone inclusion problems ⋮ Asymptotic behavior of nonautonomous monotone and subgradient evolution equations ⋮ Coupling the gradient method with a general exterior penalization scheme for convex minimization ⋮ Approaching the solving of constrained variational inequalities via penalty term-based dynamical systems ⋮ Iterative regularization via dual diagonal descent ⋮ A proximal interior point algorithm with applications to image processing ⋮ Second-order dynamical systems with penalty terms associated to monotone inclusions ⋮ Lagrangian-penalization algorithm for constrained optimization and variational inequalities ⋮ Inertial forward-backward algorithms with perturbations: application to Tikhonov regularization ⋮ A Tseng's type penalty scheme for solving inclusion problems involving linearly composed and parallel-sum type monotone operators ⋮ Backward penalty schemes for monotone inclusion problems ⋮ An inertial forward-backward splitting method for solving inclusion problems in Hilbert spaces ⋮ Weak and strong convergences of the generalized penalty Forward–Forward and Forward–Backward splitting algorithms for solving bilevel hierarchical pseudomonotone equilibrium problems ⋮ Gradient-type penalty method with inertial effects for solving constrained convex optimization problems with smooth data ⋮ An inertial proximal-gradient penalization scheme for constrained convex optimization problems ⋮ A forward–backward penalty scheme with inertial effects for monotone inclusions. Applications to convex bilevel programming ⋮ Generalized Proximal Distances for Bilevel Equilibrium Problems ⋮ The forward-backward splitting method and its convergence rate for the minimization of the sum of two functions in Banach spaces ⋮ Forward-backward and Tseng's type penalty schemes for monotone inclusion problems ⋮ A second-order dynamical system with Hessian-driven damping and penalty term associated to variational inequalities ⋮ The forward-backward splitting methods for variational inequalities and minimization problems in Banach spaces ⋮ Damped inertial dynamics with vanishing Tikhonov regularization: strong asymptotic convergence towards the minimum norm solution ⋮ The forward-backward splitting method for non-Lipschitz continuous minimization problems in Banach spaces ⋮ Incremental proximal gradient scheme with penalization for constrained composite convex optimization problems ⋮ An Accelerated Linearized Alternating Direction Method of Multipliers ⋮ Accelerated Iterative Regularization via Dual Diagonal Descent ⋮ Splitting proximal with penalization schemes for additive convex hierarchical minimization problems ⋮ Second-order dynamical systems associated to variational inequalities

This page was built for publication: Coupling Forward-Backward with Penalty Schemes and Parallel Splitting for Constrained Variational Inequalities