An LS-free splitting method for composite mappings

DOI10.1016/J.AML.2004.09.013MaRDI QIDQ812754zbMATH OpenOpenAlexFDO

Authors Yunda Dong

Publication date 24 January 2006

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2004.09.013

zbMATH Keywords

composite mappingleast squaresmaximal monotone mappingsplitting method

Mathematics Subject Classification ID

Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational inequalities (49J40) Set-valued and variational analysis (49J53) Numerical optimization and variational techniques (65K10)

Review text

This paper gives a new splitting method for variational inclusion of the form \(0 \in A^TTA(x)\), where \(A\) is an \(m \times n \) matrix, \(T:R^m \rightrightarrows R^m\) is a maximal monotone mapping, and \(A^T\) denotes the transpose of \(A\). Compared with Pennanen's recently proposed method [\textit{T. Pennanen}, Numer. Funct. Anal. Optimization 23, No.~7--8, 875--890 (2002; Zbl 1054.49022)], our new scheme is free of the least squares subproblem at each iteration. Its global convergence is proven under maximal monotonicity of \(T\) and the existence of a solution.

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Cites work

• A SPLITTING METHOD FOR COMPOSITE MAPPINGS
• Modified Projection-Type Methods for Monotone Variational Inequalities
• Monotone Operators and the Proximal Point Algorithm
• Partial inverse of a monotone operator
• Solving a class of linear projection equations
• Variational analysis

Cited in

(11)

• An extension of Luque's growth condition
• On globally Q-linear convergence of a splitting method for group Lasso
• Weak convergence of an extended splitting method for monotone inclusions
• Asymmetric forward-backward-adjoint splitting for solving monotone inclusions involving three operators
• Asynchronous block-iterative primal-dual decomposition methods for monotone inclusions
• A variable metric proximal-descent algorithm for monotone operators
• A SPLITTING METHOD FOR COMPOSITE MAPPINGS
• The geometry of monotone operator splitting methods
• Two new splitting methods for three-operator monotone inclusions in Hilbert spaces
• A new splitting method for monotone inclusions of three operators
• A fully relaxed Tseng's splitting method

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