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On the Complexity of the Projective Splitting and Spingarn’s Methods for the Sum of Two Maximal Monotone Operators

Majela Pentón Machado ()
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Majela Pentón Machado: IMPA

Journal of Optimization Theory and Applications, 2018, vol. 178, issue 1, No 9, 153-190

Abstract: Abstract In this work, we study the pointwise and ergodic iteration complexity of a family of projective splitting methods proposed by Eckstein and Svaiter, for finding a zero of the sum of two maximal monotone operators. As a consequence of the complexity analysis of the projective splitting methods, we obtain complexity bounds for the two-operator case of Spingarn’s partial inverse method. We also present inexact variants of two specific instances of this family of algorithms and derive corresponding convergence rate results.

Keywords: Splitting algorithms; Maximal monotone operators; Complexity; Spingarn’s method; 47H05; 49M27; 90C60; 65K05 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-018-1310-9

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