Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators

Patrick Louis Combettes 1 Jean-Christophe Pesquet 2
1 LJLL - Laboratoire Jacques-Louis Lions
2 LIGM - Laboratoire d'Informatique Gaspard-Monge
Abstract : We propose a primal-dual splitting algorithm for solving monotone inclusions involving a mixture of sums, linear compositions, and parallel sums of set-valued and Lipschitzian operators. An important feature of the algorithm is that the Lipschitzian operators present in the formulation can be processed individually via explicit steps, while the set-valued operators are processed individually via their resolvents. In addition, the algorithm is highly parallel in that most of its steps can be executed simultaneously. This work brings together and notably extends various types of structured monotone inclusion problems and their solution methods. The application to convex minimization problems is given special attention.
Type de document :
Article dans une revue
Set-Valued and Variational Analysis, Springer, 2012, 20 (2), pp.307-330. 〈10.1007/s11228-011-0191-y〉
Liste complète des métadonnées

Littérature citée [40 références]  Voir  Masquer  Télécharger
https://hal.archives-ouvertes.fr/hal-00794044
Contributeur : Jean-Christophe Pesquet <>
Soumis le : lundi 25 février 2013 - 11:58:18
Dernière modification le : mercredi 11 avril 2018 - 12:12:03
Document(s) archivé(s) le : dimanche 26 mai 2013 - 04:10:08

Fichier

svva2.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

Collections

ENPC-LIGM | UNIV-MLV | LIGM | LIGM_SIGNAL | PARISTECH | ENPC | INSMI | UPMC | LJLL | UPEC-UPEM | TDS-MACS | USPC

Citation

Patrick Louis Combettes, Jean-Christophe Pesquet. Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators. Set-Valued and Variational Analysis, Springer, 2012, 20 (2), pp.307-330. 〈10.1007/s11228-011-0191-y〉. 〈hal-00794044〉

Exporter

BibTeX TEI DC DCterms EndNote

Partager

Métriques

Consultations de la notice

507

Téléchargements de fichiers

129

Contact

support.ccsd.cnrs.fr
hal.support@ccsd.cnrs.fr
Logo CCSD