A Primal-Dual Method of Partial Inversesfor Composite Inclusions

Abstract

International audienceSpingarn’s method of partial inverses has found many applications in nonlinear analysis and inoptimization. We show that it can be employed to solve composite monotone inclusions in duality,thus opening a new range of applications for the partial inverse formalism. The versatility of theresulting primal-dual splitting algorithm is illustratedthrough applications to structured monotone inclusions and optimization