Variable metric forward-backward splitting with applications to monotone inclusions in duality
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Publication:5495591
DOI10.1080/02331934.2012.733883zbMATH Open1309.90109arXiv1206.6791OpenAlexW2047003499MaRDI QIDQ5495591FDOQ5495591
Authors: Patrick L. Combettes, Băng Công Vũ 
Publication date: 5 August 2014
Published in: Optimization (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1206.6791
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dualityprimal-dual algorithmvariable metriccomposite operatormonotone inclusionmonotone operatorcocoercive operatorforward-backward splitting algorithmdemiregularityquasi-Fejér sequence
Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Iterative procedures involving nonlinear operators (47J25) Programming in abstract spaces (90C48)
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