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Parallel, Block-Iterative, Primal-Dual Monotone Operator Splitting Combettes, Patrick
Description
We propose new primal-dual decomposition algorithms for solving
systems of inclusions involving sums of linearly composed maximally
monotone operators. At each iteration, only a subset of the monotone
operators needs to be processed, as opposed to all operators as in
established methods. Deterministic strategies are used to select the
blocks of operators activated at each iteration. In addition,
asynchronous implementation is allowed.
The first method provides weakly convergent primal and dual
sequences under general conditions, while the second is a variant
in which strong convergence is guaranteed without additional
assumptions. The novelty of this class of algorithms will be
discussed and comparisons with the state of the art will be
performed.
Joint work with J. Eckstein.
Item Metadata
Title |
Parallel, Block-Iterative, Primal-Dual Monotone Operator Splitting
|
Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2017-09-19T09:01
|
Description |
We propose new primal-dual decomposition algorithms for solving
systems of inclusions involving sums of linearly composed maximally
monotone operators. At each iteration, only a subset of the monotone
operators needs to be processed, as opposed to all operators as in
established methods. Deterministic strategies are used to select the
blocks of operators activated at each iteration. In addition,
asynchronous implementation is allowed.
The first method provides weakly convergent primal and dual sequences under general conditions, while the second is a variant in which strong convergence is guaranteed without additional assumptions. The novelty of this class of algorithms will be discussed and comparisons with the state of the art will be performed. Joint work with J. Eckstein. |
Extent |
37 minutes
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Subject | |
Type | |
File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: North Carolina State University
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Series | |
Date Available |
2018-03-24
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
|
DOI |
10.14288/1.0364443
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Faculty
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Rights URI | |
Aggregated Source Repository |
DSpace
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Item Media
Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International