Linear convergence of the generalized PPA and several splitting methods for the composite inclusion problem

作者: Li Shen , Shaohua Pan

DOI:

关键词:

摘要: For the inclusion problem involving two maximal monotone operators, under metric subregularity of composite operator, we derive linear convergence generalized proximal point algorithm and several splitting algorithms, which include over-relaxed forward-backward algorithm, Douglas-Rachford Davis' three-operator algorithm. To best our knowledge, this condition is weaker than existing ones that almost all require strong monotonicity operator. Withal, give some sufficient conditions to ensure At last, preliminary numerical performances on toy examples support theoretical results.

参考文章(48)
Patrick L. Combettes, Heinz H. Bauschke, Convex Analysis and Monotone Operator Theory in Hilbert Spaces ,(2011)
Jingwei Liang, Jalal Fadili, Gabriel Peyré, Convergence rates with inexact non-expansive operators Mathematical Programming. ,vol. 159, pp. 403- 434 ,(2016) , 10.1007/S10107-015-0964-4
Stephen M. Robinson, Some continuity properties of polyhedral multifunctions Mathematical Programming Studies. pp. 206- 214 ,(1981) , 10.1007/BFB0120929
Pontus Giselsson, Tight Global Linear Convergence Rate Bounds for Douglas-Rachford Splitting arXiv: Optimization and Control. ,(2015)
Paul Tseng, Applications of splitting algorithm to decomposition in convex programming and variational inequalities Siam Journal on Control and Optimization. ,vol. 29, pp. 119- 138 ,(1991) , 10.1137/0329006
Gregory B Passty, Ergodic convergence to a zero of the sum of monotone operators in Hilbert space Journal of Mathematical Analysis and Applications. ,vol. 72, pp. 383- 390 ,(1979) , 10.1016/0022-247X(79)90234-8
Tony F. Chan, Selim Esedoglu, Aspects of Total Variation Regularized L1 Function Approximation Siam Journal on Applied Mathematics. ,vol. 65, pp. 1817- 1837 ,(2005) , 10.1137/040604297
Jim Douglas, H. H. Rachford, On the numerical solution of heat conduction problems in two and three space variables Transactions of the American Mathematical Society. ,vol. 82, pp. 421- 439 ,(1956) , 10.1090/S0002-9947-1956-0084194-4
D. Leventhal, Metric subregularity and the proximal point method Journal of Mathematical Analysis and Applications. ,vol. 360, pp. 681- 688 ,(2009) , 10.1016/J.JMAA.2009.07.012