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Strengthened splitting methods for computing resolvents

Author

Listed:
  • Francisco J. Aragón Artacho

    (University of Alicante)

  • Rubén Campoy

    (Universitat de València)

  • Matthew K. Tam

    (The University of Melbourne)

Abstract

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.

Suggested Citation

  • Francisco J. Aragón Artacho & Rubén Campoy & Matthew K. Tam, 2021. "Strengthened splitting methods for computing resolvents," Computational Optimization and Applications, Springer, vol. 80(2), pages 549-585, November.
    • Handle: RePEc:spr:coopap:v:80:y:2021:i:2:d:10.1007_s10589-021-00291-6
    DOI: 10.1007/s10589-021-00291-6
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    References listed on IDEAS

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    1. Bao Chen & Yuchao Tang, 2019. "Iterative Methods for Computing the Resolvent of the Sum of a Maximal Monotone Operator and Composite Operator with Applications," Mathematical Problems in Engineering, Hindawi, vol. 2019, pages 1-19, May.
    2. Rieger, Janosch & Tam, Matthew K., 2020. "Backward-Forward-Reflected-Backward Splitting for Three Operator Monotone Inclusions," Applied Mathematics and Computation, Elsevier, vol. 381(C).
    3. Francisco J. Aragón Artacho & Rubén Campoy, 2018. "A new projection method for finding the closest point in the intersection of convex sets," Computational Optimization and Applications, Springer, vol. 69(1), pages 99-132, January.
    4. Francisco J. Aragón Artacho & Rubén Campoy, 2019. "Computing the Resolvent of the Sum of Maximally Monotone Operators with the Averaged Alternating Modified Reflections Algorithm," Journal of Optimization Theory and Applications, Springer, vol. 181(3), pages 709-726, June.
    5. Abdellatif Moudafi, 2014. "Computing the resolvent of composite operators," Documents de Travail 2014-02, CEREGMIA, Université des Antilles et de la Guyane.
    Full references (including those not matched with items on IDEAS)

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