Asynchronous block-iterative primal-dual decomposition methods for monotone inclusions

We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the sense that, at each iteration, only a subset of the monotone op...

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Bibliographic Details
Published in:	Mathematical programming Vol. 168; no. 1-2; pp. 645 - 672
Main Authors:	Combettes, Patrick L., Eckstein, Jonathan
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2018 Springer Nature B.V
Subjects:	Algorithms Calculus of Variations and Optimal Control; Optimization Combinatorics Convergence Decomposition Full Length Paper Half spaces Inclusions Innovations Linear operators Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Theoretical Monotone inclusion Primal-dual algorithm 65K05 90C25 Splitting algorithm Duality Monotone operator 49M27 Block-iterative algorithm Asynchronous algorithm 47H05
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
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