An Extension of the Auxiliary Problem Principle to Nonsymmetric Auxiliary Operators

DOI10.1051/COCV:1997109MaRDI QIDQ4386660zbMATH OpenOpenAlexFDO

Authors A. Renaud, Guy Cohen

Publication date 4 May 1998

Published in ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/90508

zbMATH Keywords

Lipschitz propertymaximal monotone operatorsuccessive approximationsauxiliary problem principleArrow-Hurwicz algorithmconvex-concave functionspartial regularizationlinear convergence rate in the averagenonsymmetric auxiliary operatorspartial Dunn properties

Mathematics Subject Classification ID

Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25) Numerical solutions to equations with nonlinear operators (65J15)

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Cites work

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• Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
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• Auxiliary problem principle and decomposition of optimization problems
• Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
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• Local boundedness of nonlinear, monotone operators
• Monotone Operators and the Proximal Point Algorithm
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• New classes of generalized monotonicity
• Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• On the Maximality of Sums of Nonlinear Monotone Operators
• Optimization by decomposition and coordination: A unified approach
• Proximal minimization algorithm with \(D\)-functions
• Proximité et dualité dans un espace hilbertien
• Quelques propriétés des opérateurs angle-bornes et n-cycliquement monotones
• Splitting Algorithms for the Sum of Two Nonlinear Operators

Cited in

(9)

• Warped proximal iterations for monotone inclusions
• Extended auxiliary problem principle using Bregman distances
• Convergence of the approximate auxiliary problem method for solving generalized variational inequalities
• The geometry of monotone operator splitting methods
• Extended auxiliary problem principle to variational inequalities involving multi-valued operators
• Bregman functions and auxiliary problem principle
• Coupling the auxiliary problem principle and epiconvergence theory to solve general variational inequalities
• A Nonlinearly Preconditioned Forward-Backward Splitting Method and Applications
• Bregman forward-backward operator splitting

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