A splitting algorithm for coupled system of primal-dual monotone inclusions

Bang Cong Vu (1)

1 LJLL - Laboratoire Jacques-Louis Lions

We propose a splitting algorithm for solving a coupled system of primal-dual monotone inclusions in real Hilbert spaces. The weak convergence of the algorithm proposed is proved. Applications to minimization problems is demonstrated.

Mots clés: oupled system; monotone inclusion; monotone operator; operator splitting; coco- ercivity; forward-backward algorithm; composite operator; duality; primal-dual algorithm

Domaines: Optimisation et contrôle [math.OC]

Bang Cong Vu. A splitting algorithm for coupled system of primal-dual monotone inclusions. 2013. ⟨hal-00826597v1⟩