Search results for "splitting algorithm"

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Strengthened splitting methods for computing resolvents

2021

In this work, we develop a systematic framework for computing the resolvent of the sum of two or more monotone operators which only activates each operator in the sum individually. The key tool in the development of this framework is the notion of the “strengthening” of a set-valued operator, which can be viewed as a type of regularisation that preserves computational tractability. After deriving a number of iterative schemes through this framework, we demonstrate their application to best approximation problems, image denoising and elliptic PDEs. FJAA and RC were partially supported by the Ministry of Science, Innovation and Universities of Spain and the European Regional Development Fund …

Splitting algorithmControl and Optimization0211 other engineering and technologies47H05 90C30 65K05Elliptic pdesMonotonic function02 engineering and technology01 natural sciencesMonotone operatorOperator (computer programming)Development (topology)Estadística e Investigación OperativaFOS: Mathematics0101 mathematicsImage denoisingResolventMathematics - Optimization and ControlMathematicsResolvent021103 operations researchApplied Mathematics010102 general mathematicsAlgebraComputational MathematicsMonotone polygonOptimization and Control (math.OC)StrengtheningKey (cryptography)Computational Optimization and Applications
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A product space reformulation with reduced dimension for splitting algorithms

2021

AbstractIn this paper we propose a product space reformulation to transform monotone inclusions described by finitely many operators on a Hilbert space into equivalent two-operator problems. Our approach relies on Pierra’s classical reformulation with a different decomposition, which results in a reduction of the dimension of the outcoming product Hilbert space. We discuss the case of not necessarily convex feasibility and best approximation problems. By applying existing splitting methods to the proposed reformulation we obtain new parallel variants of them with a reduction in the number of variables. The convergence of the new algorithms is straightforwardly derived with no further assump…

Control and OptimizationApplied Mathematicsdouglas – rachford algorithm47H05 47J25 49M27 65K10 90C30UNESCO::CIENCIAS TECNOLÓGICASComputational MathematicsOptimization and Control (math.OC)splitting algorithmprojection methodsFOS: Mathematicspierra’s product space reformulationmonotone inclusionsMathematics - Optimization and Controlfeasibility problemComputational Optimization and Applications
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