A variable metric extension of the forward--backward--forward algorithm for monotone operators
Optimization and Control
2012-11-01 v2
Abstract
We propose a variable metric extension of the forward--backward-forward algorithm for finding a zero of the sum of a maximally monotone operator and a Lipschitzian monotone operator in Hilbert spaces. In turn, this framework provides a variable metric splitting algorithm for solving monotone inclusions involving sums of composite operators. Several splitting algorithms recently proposed in the literature are recovered as special cases.
Cite
@article{arxiv.1210.2986,
title = {A variable metric extension of the forward--backward--forward algorithm for monotone operators},
author = {B. C. Vũ},
journal= {arXiv preprint arXiv:1210.2986},
year = {2012}
}