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Extended Forward-Backward Algorithm
- 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
- Subjects :
- Mathematics - Optimization and Control
47J25, 47H05, 90C25
Subjects
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