Resolvent splitting for sums of monotone operators with minimal lifting

In this work, we study fixed point algorithms for finding a zero in the sum of n ≥ 2 maximally monotone operators by using their resolvents. More precisely, we consider the class of such algorithms where each resolvent is evaluated only once per iteration. For any algorithm from this class, we show...

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Bibliographic Details
Published in:	Mathematical programming Vol. 201; no. 1-2; pp. 231 - 262
Main Authors:	Malitsky, Yura, Tam, Matthew K.
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2023 Springer
Subjects:	Algorithms Calculus of Variations and Optimal Control; Optimization Combinatorics Full Length Paper Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Theoretical 90C30 Decentralised optimisation Splitting algorithm 65K10 Monotone operator 47H05 ADMM
ISSN:	0025-5610, 1436-4646, 1436-4646
Online Access:	Get full text
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