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Alternating forward–backward splitting for linearly constrained optimization problems

Authors :
Fernando Roldan
Cesare Molinari
Juan Peypouquet
Source :
Optimization Letters. 14:1071-1088
Publication Year :
2019
Publisher :
Springer Science and Business Media LLC, 2019.

Abstract

We present an alternating forward–backward splitting method for solving linearly constrained structured optimization problems. The algorithm takes advantage of the separable structure and possibly asymmetric regularity properties of the objective functions involved. We also describe some applications to the study of non-Newtonian fluids and image reconstruction problems. We conclude with a numerical example, and its comparison with Condat’s algorithm. An acceleration heuristic is also briefly outlined.

Details

ISSN :
18624480 and 18624472
Volume :
14
Database :
OpenAIRE
Journal :
Optimization Letters
Accession number :
edsair.doi...........0295e2b7a380d8bafdb4a4cf7379e443
Full Text :
https://doi.org/10.1007/s11590-019-01388-y