Extended forward-backward algorithm

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:403

Article

Lassonde, Marc¹  Nagesseur, Ludovic¹ 

[1] Univ Antilles Guyane, LAMIA, F-97159 Pointe A Pitre, Guadeloupe, France

关键词: Maximal monotone operator;    epsilon-enlargement;    Extended sum;    Forward-backward algorithm;    Projected subgradient algorithm;    Splitting algorithm;    Convergence in average;   

DOI  :  10.1016/j.jmaa.2013.02.022

来源: Elsevier

【 摘 要 】

We propose an extended forward backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence generated by the algorithm under assumptions similar to those used in classical forward backward algorithms. This provides as a special case an algorithm for solving convex constrained minimization problems without qualification condition. (C) 2013 Elsevier Inc. All rights reserved.

【 授权许可】

Free