Degenerate Preconditioned Proximal Point Algorithms

DOI10.1137/21M1448112MaRDI QIDQ5869819

Emanuele Naldi, Kristian Bredies, Enis Chenchene, Dirk A. Lorenz

Publication date: 29 September 2022

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

Full work available at URL: https://arxiv.org/abs/2109.11481

zbMATH Keywords

nonsmooth optimizationsplitting algorithmsDouglas-Rachfordgeneralized resolventspreconditioned proximal point iterationsequential forward Douglas-Rachford

Mathematics Subject Classification ID

Convex programming (90C25) Monotone operators and generalizations (47H05) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)

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The operator splitting schemes revisited: primal-dual gap and degeneracy reduction by a unified analysis

Uses Software

• CVXPortfolio

Cites Work

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