Projective splitting with backward, half-forward and proximal-Newton steps
Optimization and Control
2024-05-08 v2
Abstract
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 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 Lipschitzcocoercive components, respectively, while performing proximal-Newton steps with respect to smooth differentiable blocks.
Cite
@article{arxiv.2208.10680,
title = {Projective splitting with backward, half-forward and proximal-Newton steps},
author = {M. Marques Alves},
journal= {arXiv preprint arXiv:2208.10680},
year = {2024}
}
Comments
Some typos corrected; Accepted in Journal of Convex Analysis; 30 pages