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Extended Forward-Backward Algorithm

Authors :
Lassonde, Marc
Nagesseur, Ludovic
Source :
J. Math. Anal. Appl. 403 (2013), 167--172
Publication Year :
2012

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.<br />Comment: 9 pages

Details

Database :
arXiv
Journal :
J. Math. Anal. Appl. 403 (2013), 167--172
Publication Type :
Report
Accession number :
edsarx.1212.0523
Document Type :
Working Paper
Full Text :
https://doi.org/10.1016/j.jmaa.2013.02.022