Projective splitting with backward, half-forward and proximal-Newton steps

Autor:	Alves, M. Marques
Rok vydání:	2022
Předmět:	Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	We propose and study the weak convergence of a projective splitting algorithm for solving multi-term composite monotone inclusion problems involving the finite sum of $n$ maximal monotone operators, each of which having an inner four-block structure: sum of maximal monotone, Lipschitz continuous, cocoercive and smooth differentiable operators. We show how to perform backward and half-forward steps with respect to the maximal monotone and Lipschitz$+$cocoercive components, respectively, while performing proximal-Newton steps with respect to smooth differentiable blocks. Comment: Some typos corrected; Accepted in Journal of Convex Analysis; 30 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2208.10680 Zobrazit plný text záznamu View this record from Arxiv