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arXiv 1206.6791math.OC
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变度量前向-后向分裂及其在对偶单调包含中的应用

Variable Metric Forward-Backward Splitting with Applications to Monotone Inclusions in Duality

Patrick L. Combettes, Bang C. Vũ

摘要:

提出了一种变度量的前后向分裂算法,并证明了其在实希尔伯特空间中的收敛性。然后,我们使用这个框架来获得原始-对偶分裂算法求解各类单调包含对偶。其中一些算法是新的,即使专门用于固定度量的情况下。各种应用程序进行了讨论。

英文摘要:

We propose a variable metric forward-backward splitting algorithm and prove its convergence in real Hilbert spaces. We then use this framework to derive primal-dual splitting algorithms for solving various classes of monotone inclusions in duality. Some of these algorithms are new even when specialized to the fixed metric case. Various applications are discussed.

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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