In this paper we propose two different primal-dual splitting algorithms for solving inclusions involving mixtures of composite and parallel-sum type monotone operators which rely on an inexact Douglas-Rachford splitting method, however applied in different underlying Hilbert spaces. Most importantly, the algorithms allow to process the bounded linear operators and the set-valued operators occurring in the formulation of the monotone inclusion problem separately at each iteration, the latter being individually accessed via their resolvents. The performances of the primal-dual algorithms are emphasized via some numerical experiments on location and image deblurring problems.The resolvents of the maximally monotone operators are not always available in closed form expressions, fact which motivates the inexact versions of the algorithms, where implementation errors in the shape of summable sequences are allowed.The methods in this article are also perfectly parallelizable since the majority of their steps can be executed independently. Furthermore, when applied to subdifferential operators of proper, convex and lower semicontinuous functions, the solving of the monotone inclusion problems is, under appropriate qualification conditions (cf. [2,4]), equivalent with finding optimal solutions to primal-dual pairs of convex optimization problems. The considered formulation also captures various different types of primal convex optimization problems and corresponding conjugate duals appearing in wide ranges of applications. The resolvents of subdifferentials of proper, convex and lower semicontinuous functions are the proximal point mappings of these and are known to take in a lot of situations shape of closed form expressions.Recent research (see [3,5,6,10,14]) has shown that structured problems dealing with monotone inclusions can be efficiently solved via primal-dual splitting approaches. In [10], the problem involving sums of set-valued, composed, Lipschitzian and parallel-sum type monotone operators was decomposed and solved via an inexact Tseng algorithm having foward-backward-forward characteristics in a product Hilbert space. On the other hand, in [14], instead of Lipschitzian operators, the author has assumed cocoercive operators and solved the resulting problem with an inexact forward-backward algorithm. Thus, our methods can be seen as a continuation of these ideas, this time by making use of the inexact Douglas-Rachford method. Another primal-dual method relying on the same fundamental splitting algorithm is considered in [11] in the context of solving minimization problems having as objective the sum of two proper, convex and lower semicontinuous functions, one of them being composed with a bounded linear operator.Due to the nature of Douglas-Rachford splitting, we will neither assume Lipschitz continuity nor cocoercivity for any of the operators present in the formulation of the monotone inclusion problem. The resulting drawback of not having operators which can be processed explicitly via forward steps is co...
Abstract. We propose an inertial Douglas-Rachford splitting algorithm for finding the set of zeros of the sum of two maximally monotone operators in Hilbert spaces and investigate its convergence properties. To this end we formulate first the inertial version of the Krasnosel'skiȋ-Mann algorithm for approximating the set of fixed points of a nonexpansive operator, for which we also provide an exhaustive convergence analysis. By using a product space approach we employ these results to the solving of monotone inclusion problems involving linearly composed and parallel-sum type operators and provide in this way iterative schemes where each of the maximally monotone mappings is accessed separately via its resolvent. We consider also the special instance of solving a primal-dual pair of nonsmooth convex optimization problems and illustrate the theoretical results via some numerical experiments in clustering and location theory.
In this paper we investigate the convergence behavior of a primal-dual splitting method for solving monotone inclusions involving mixtures of composite, Lipschitzian and parallel sum type operators proposed by Combettes and Pesquet in [7]. Firstly, in the particular case of convex minimization problems, we derive convergence rates for the sequence of objective function values by making use of conjugate duality techniques. Secondly, we propose for the general monotone inclusion problem two new schemes which accelerate the sequences of primal and/or dual iterates, provided strong monotonicity assumptions for some of the involved operators are fulfilled. Finally, we apply the theoretical achievements in the context of different types of image restoration problems solved via total variation regularization. by using an error-tolerant version of Tseng's algorithm which has forward-backwardforward characteristics and allows to access the monotone Lipschitzian operators via explicit forward steps, while set-valued maximally monotone operators are processed via their resolvents. A notable advantage of this method is given by both its highly parallelizable character, most of its steps could be executed independently, and by the fact that allows to process maximal monotone operators and linear bounded operators separately, whenever they occur in the form of precompositions in the problem formulation.Before coming to the description of the problem formulation and of the algorithm from [7], we introduce some preliminary notions and results which are needed throughout the paper.We are considering the real Hilbert spaces H and G i , i = 1, . . . , m, endowed with the inner product ·, · and associated norm · = ·, · , for which we use the same notation, respectively, as there is no risk of confusion. The symbols and → denote weak and strong convergence, respectively. By R ++ we denote the set of strictly positive real numbers, while the indicator function of a set C ⊆ H is δ C
We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in [21] for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators involved we obtain for the sequences of iterates that approach the solution orders of convergence of O( 1 n ) and O(ω n ), for ω ∈ (0, 1), respectively. The investigated primal-dual algorithms are fully decomposable, in the sense that the operators are processed individually at each iteration. We also discuss the modified algorithms in the context of convex optimization problems and present numerical experiments in image processing and support vector machines classification.
The aim of this article is to present two different primal-dual methods for solving structured monotone inclusions involving parallel sums of compositions of maximally monotone operators with linear bounded operators. By employing some elaborated splitting techniques, all of the operators occurring in the problem formulation are processed individually via forward or backward steps. The treatment of parallel sums of linearly composed maximally monotone operators is motivated by applications in imaging which involve first-and second-order total variation functionals, to which a special attention is given.
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