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arXiv 2108.02897math.OC
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具有最小提升的单调算子和的预解式分裂

Resolvent Splitting for Sums of Monotone Operators with Minimal Lifting

Yura Malitsky, Matthew K. Tam

摘要:

在这项工作中,我们研究了不动点算法,寻找一个零的和$n\geq 2$最大单调算子通过使用其预解式。更确切地说,我们认为这样的算法,每个预解式每次迭代只评估一次。对于任何算法,从这个类,我们表明,基本的不动点算子必须定义在$d$ -倍笛卡儿积空间与$d\geq n-1$。此外,我们表明,这个界是不可改进的,通过提供一个家庭的例子,其中$d=n-1$达到。该系列包括Douglas-Rachford算法作为$n=2$的特殊情况。新的家庭的算法在分布式分散优化和多块扩展的交替方向乘法器(ADMM)的应用进行了讨论。

英文摘要:

In this work, we study fixed point algorithms for finding a zero in the sum of $n\geq 2$ maximally monotone operators by using their resolvents. More precisely, we consider the class of such algorithms where each resolvent is evaluated only once per iteration. For any algorithm from this class, we show that the underlying fixed point operator is necessarily defined on a $d$-fold Cartesian product space with $d\geq n-1$. Further, we show that this bound is unimprovable by providing a family of examples for which $d=n-1$ is attained. This family includes the Douglas-Rachford algorithm as the special case when $n=2$. Applications of the new family of algorithms in distributed decentralised optimisation and multi-block extensions of the alternation direction method of multipliers (ADMM) 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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