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A Primal-Dual Method of Partial Inversesfor Composite Inclusions

By Maryam Alghamdi, Abdullah Alotaibi, Patrick Louis Combettes and Naseer Shahzad

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

Topics: convex optimization, duality, method of partial inverses, monotone operator, splitting algorithm, [ INFO.INFO-NA ] Computer Science [cs]/Numerical Analysis [cs.NA]
Publisher: Springer Verlag
Year: 2015
OAI identifier: oai:HAL:hal-01158985v1
Provided by: Hal-Diderot
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