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arXiv 0902.4415math.OC
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弱耦合单调包含的并行分裂方法

A parallel splitting method for weakly coupled monotone inclusions

H. Attouch, L. M. Briceno-Arias, P. L. Combettes

摘要:

提出了一种求解希尔伯特空间中耦合单调包含组的并行分裂方法。收敛性建立了广泛的一类耦合计划。与经典的交替算法,这是有限的两个变量和线性耦合,我们的并行方法可以处理任意数量的变量以及非线性耦合计划。通过在索伯列夫空间中的演化包含、动态博弈、信号恢复、图像分解、最佳逼近、网络流和变分问题等领域的应用说明了所提出的框架的广度和灵活性。

英文摘要:

A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces. Convergence is established for a wide class of coupling schemes. Unlike classical alternating algorithms, which are limited to two variables and linear coupling, our parallel method can handle an arbitrary number of variables as well as nonlinear coupling schemes. The breadth and flexibility of the proposed framework is illustrated through applications in the areas of evolution inclusions, dynamical games, signal recovery, image decomposition, best approximation, network flows, and variational problems in Sobolev spaces.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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