Variable Metric Algorithms Driven by Averaged Operators

Lilian E. Glaudin ()
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Lilian E. Glaudin: Sorbonne Université, Laboratoire Jacques-Louis Lions

Chapter Chapter 9 in Splitting Algorithms, Modern Operator Theory, and Applications, 2019, pp 227-242 from Springer

Abstract: Abstract The convergence of a new general variable metric algorithm based on compositions of averaged operators is established. Applications to monotone operator splitting are presented.

Keywords: Averaged operator; Composite algorithm; Convex optimization; Fixed point iteration; Monotone operator splitting; Primal-dual algorithm; Variable metric; 47H05; 49M27; 49M29; 90C25 (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-25939-6_9

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DOI: 10.1007/978-3-030-25939-6_9

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