Variable metric forward-backward splitting with applications to monotone inclusions in duality
From MaRDI portal
Publication:5495591
Abstract: We propose a variable metric forward-backward splitting algorithm and prove its convergence in real Hilbert spaces. We then use this framework to derive primal-dual splitting algorithms for solving various classes of monotone inclusions in duality. Some of these algorithms are new even when specialized to the fixed metric case. Various applications are discussed.
Recommendations
- A Variable Metric Extension of the Forward–Backward–Forward Algorithm for Monotone Operators
- Convergence analysis of a variable metric forward-backward splitting algorithm with applications
- Backward-forward algorithms for structured monotone inclusions in Hilbert spaces
- An inertial forward-backward-forward primal-dual splitting algorithm for solving monotone inclusion problems
- A splitting algorithm for coupled system of primal-dual monotone inclusions
Cites work
- scientific article; zbMATH DE number 3678541 (Why is no real title available?)
- A Class of Inexact Variable Metric Proximal Point Algorithms
- A Variable Metric Proximal Point Algorithm for Monotone Operators
- A consistent algorithm to solve Lasso, elastic-net and Tikhonov regularization
- A parallel splitting method for coupled monotone inclusions
- Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
- Bregman Monotone Optimization Algorithms
- Co-Coercivity and Its Role in the Convergence of Iterative Schemes for Solving Variational Inequalities
- Composition duality and maximal monotonicity
- Conjugate duality in convex optimization
- Convergence Rates in Forward--Backward Splitting
- Convex analysis and monotone operator theory in Hilbert spaces
- Dual variational inequalities
- Duality and stability in extremum problems involving convex functions
- Dualization of Generalized Equations of Maximal Monotone Type
- Dualization of signal recovery problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Further applications of a splitting algorithm to decomposition in variational inequalities and convex programming
- Lectures on topics in finite element solution of elliptic problems. Notes by G. Vijayasundaram
- Monotone Operator Methods for Nash Equilibria in Non-potential Games
- Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
- Proximal quasi-Newton methods for nondifferentiable convex optimization
- Proximal splitting methods in signal processing
- Proximity for sums of composite functions
- Signal Recovery by Proximal Forward-Backward Splitting
- Solving monotone inclusions via compositions of nonexpansive averaged operators
- Variable Metric Method for Minimization
- Variable metric bundle methods: From conceptual to implementable forms
- Variable metric methods of minimisation
- Variable metric quasi-Fejér monotonicity
Cited in
(78)- An inertial parallel and asynchronous forward-backward iteration for distributed convex optimization
- An inertial subgradient extragradient algorithm with adaptive stepsizes for variational inequality problems
- Acceleration of primal-dual methods by preconditioning and simple subproblem procedures
- Scaled, inexact, and adaptive generalized FISTA for strongly convex optimization
- Automated parameter selection in the ${L}^{1} \mbox{-} {L}^{2}$-TV model for removing Gaussian plus impulse noise
- Almost sure convergence of the forward-backward-forward splitting algorithm
- A Peaceman-Rachford splitting method with monotone plus skew-symmetric splitting for nonlinear saddle point problems
- On starting and stopping criteria for nested primal-dual iterations
- A projected extrapolated gradient method with larger step size for monotone variational inequalities
- Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping. II: Mean-square and linear convergence
- The forward-backward algorithm and the normal problem
- Smooth over-parameterized solvers for non-smooth structured optimization
- Fast convergence of generalized forward-backward algorithms for structured monotone inclusions
- Variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function
- Local linear convergence analysis of primal-dual splitting methods
- Activity identification and local linear convergence of forward-backward-type methods
- Tseng’s Algorithm with Extrapolation from the past Endowed with Variable Metrics and Error Terms
- Proximal activation of smooth functions in splitting algorithms for convex image recovery
- The geometry of monotone operator splitting methods
- Adaptive FISTA for Nonconvex Optimization
- A block coordinate variable metric forward-backward algorithm
- Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization
- Variable metric quasi-Fejér monotonicity
- Proximal Splitting Algorithms for Convex Optimization: A Tour of Recent Advances, with New Twists
- A Variable Metric Extension of the Forward–Backward–Forward Algorithm for Monotone Operators
- Bregman methods for large-scale optimization with applications in imaging
- Variable metric techniques for forward-backward methods in imaging
- Backward-forward algorithms for structured monotone inclusions in Hilbert spaces
- Preconditioning of a generalized forward-backward splitting and application to optimization on graphs
- A family of operator splitting methods revisited
- Variable Metric Forward-Backward Algorithm for Composite Minimization Problems
- Variable metric backward-forward dynamical systems for monotone inclusion problems
- A class of variable metric decomposition methods for monotone variational inclusions
- ADMM for monotone operators: convergence analysis and rates
- A splitting algorithm for coupled system of primal-dual monotone inclusions
- Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping
- A proximal interior point algorithm with applications to image processing
- A stochastic inertial forward–backward splitting algorithm for multivariate monotone inclusions
- The Variable Metric Forward-Backward Splitting Algorithm Under Mild Differentiability Assumptions
- Best approximation from the Kuhn-Tucker set of composite monotone inclusions
- Convergence Rate Analysis of Primal-Dual Splitting Schemes
- An inertial forward-backward algorithm for monotone inclusions
- Forward-backward-half forward dynamical systems for monotone inclusion problems with application to v-GNE
- On quasi-Newton forward-backward splitting: proximal calculus and convergence
- A VMiPG method for composite optimization with nonsmooth term having no closed-form proximal mapping
- Novel algorithms based on forward-backward splitting technique: effective methods for regression and classification
- Compositions and convex combinations of averaged nonexpansive operators
- Preconditioned three-operator splitting algorithm with applications to image restoration
- On proximal subgradient splitting method for minimizing the sum of two nonsmooth convex functions
- Forward-Backward-Half Forward Algorithm for Solving Monotone Inclusions
- Variable metric inexact line-search-based methods for nonsmooth optimization
- A generalized forward-backward splitting operator: degenerate analysis and applications
- Resolvent of the parallel composition and the proximity operator of the infimal postcomposition
- Forward-partial inverse-half-forward splitting algorithm for solving monotone inclusions
- Split-Douglas-Rachford algorithm for composite monotone inclusions and split-ADMM
- Metric selection in fast dual forward-backward splitting
- Primal-dual fixed point algorithm based on adapted metric method for solving convex minimization problem with application
- A variable metric forward-backward method with extrapolation
- Convergence analysis of split-Douglas-Rachford algorithm and a novel preconditioned ADMM with an improved condition
- Scaling techniques for \(\epsilon\)-subgradient methods
- Primal-dual splittings as fixed point iterations in the range of linear operators
- An introduction to continuous optimization for imaging
- Four-operator splitting via a forward-backward-half-forward algorithm with line search
- MiKM: multi-step inertial Krasnosel'skiǐ-Mann algorithm and its applications
- A Nonlinearly Preconditioned Forward-Backward Splitting Method and Applications
- Projective splitting with forward steps
- Convergence analysis of an inexact three-operator splitting algorithm
- Evolution of Mixed Strategies in Monotone Games
- A Variable Metric Forward-Reflected-Douglas-Rachford Method for Solving Monotone Inclusions
- Dual block-coordinate forward-backward algorithm with application to deconvolution and deinterlacing of video sequences
- Convergence analysis of a variable metric forward-backward splitting algorithm with applications
- New convergence results for the inexact variable metric forward-backward method
- A new proximal heavy ball inexact line-search algorithm
- A nonsmooth regularization approach based on shearlets for Poisson noise removal in ROI tomography
- Monotone operator theory in convex optimization
- The developments of proximal point algorithms
- Bregman forward-backward operator splitting
- Preconditioned Douglas-Rachford type primal-dual method for solving composite monotone inclusion problems with applications
This page was built for publication: Variable metric forward-backward splitting with applications to monotone inclusions in duality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5495591)
