Primal-dual splittings as fixed point iterations in the range of linear operators
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Publication:6326604
DOI10.1007/S10898-022-01237-WarXiv1910.02329MaRDI QIDQ6326604FDOQ6326604
Authors: Luis M. Briceño-Arias, Fernando Roldán 
Publication date: 5 October 2019
Abstract: In this paper we study the relaxed primal-dual algorithm for solving composite monotone inclusions in real Hilbert spaces with critical preconditioners. Our approach is based in new results on the asymptotic behaviour of Krasnosel'skiu{i}-Mann (KM) iterations defined in the range of monotone self-adjoint linear operators. These results generalize the convergence of classical KM iterations aiming at approximating fixed points. We prove that the relaxed primal-dual algorithm with critical preconditioners define KM iterations in the range of a particular monotone self-adjoint linear operator with non-trivial kernel. We then deduce from our fixed point approach that the shadows of primal-dual iterates on the range of the linear operator converges weakly to some point in this vector subspace from which we obtain a solution. This generalizes (Condat 2013 Theorem 3.3) to infinite dimensional relaxed primal-dual monotone inclusions involving critical preconditioners. The Douglas-Rachford splitting (DRS) is interpreted as a particular instance of the primal-dual algorithm when the step-sizes are critical and we recover classical results from this new perspective. We implement the relaxed primal-dual algorithm with critical preconditioners in total variation reconstruction and we illustrate its flexibility and efficiency.
Numerical mathematical programming methods (65K05) Convex programming (90C25) Monotone operators and generalizations (47H05) Fixed-point theorems (47H10) Numerical methods involving duality (49M29) Numerical methods for variational inequalities and related problems (65K15)
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