Variable metric forward–backward splitting with applications to monotone inclusions in duality
نویسندگان
چکیده
منابع مشابه
Variable Metric Forward-Backward Splitting with Applications to Monotone Inclusions in Duality∗
We propose a variable metric forward-backward splitting algorithm and prove its convergence in real Hilbert spaces. We then use this framework to derive primal-dual splitting algorithms for solving various classes of monotone inclusions in duality. Some of these algorithms are new even when specialized to the fixed metric case. Various applications are discussed.
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ژورنال
عنوان ژورنال: Optimization
سال: 2012
ISSN: 0233-1934,1029-4945
DOI: 10.1080/02331934.2012.733883