Computing the resolvent of the sum of maximally monotone operators with the averaged alternating modified reflections algorithm
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2018
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| _version_ | 1866914624883916800 |
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| author | Artacho, F. J. Aragón Campoy, R. |
| author_facet | Artacho, F. J. Aragón Campoy, R. |
| contents | The averaged alternating modified reflections algorithm is a projection method for finding the closest point in the intersection of closed convex sets to a given point in a Hilbert space. In this work, we generalize the scheme so that it can be used to compute the resolvent of the sum of two maximally monotone operators. This gives rise to a new splitting method, which is proved to be strongly convergent. A standard product space reformulation permits to apply the method for computing the resolvent of a finite sum of maximally monotone operators. Based on this, we propose two variants of such parallel splitting method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1805_09720 |
| institution | arXiv |
| publishDate | 2018 |
| record_format | arxiv |
| spellingShingle | Computing the resolvent of the sum of maximally monotone operators with the averaged alternating modified reflections algorithm Artacho, F. J. Aragón Campoy, R. Optimization and Control 47H05, 47J25, 65K05, 47N10 The averaged alternating modified reflections algorithm is a projection method for finding the closest point in the intersection of closed convex sets to a given point in a Hilbert space. In this work, we generalize the scheme so that it can be used to compute the resolvent of the sum of two maximally monotone operators. This gives rise to a new splitting method, which is proved to be strongly convergent. A standard product space reformulation permits to apply the method for computing the resolvent of a finite sum of maximally monotone operators. Based on this, we propose two variants of such parallel splitting method. |
| title | Computing the resolvent of the sum of maximally monotone operators with the averaged alternating modified reflections algorithm |
| topic | Optimization and Control 47H05, 47J25, 65K05, 47N10 |
| url | https://arxiv.org/abs/1805.09720 |