Extended Forward-Backward Algorithm
Optimization and Control
2013-06-25 v2
Abstract
We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence generated by the algorithm under assumptions similar to those used in classical forward-backward algorithms. This provides as a special case an algorithm for solving convex constrained minimization problems without qualification condition.
Cite
@article{arxiv.1212.0523,
title = {Extended Forward-Backward Algorithm},
author = {Marc Lassonde and Ludovic Nagesseur},
journal= {arXiv preprint arXiv:1212.0523},
year = {2013}
}
Comments
9 pages