A PARALLEL SPLITTING METHOD FOR COUPLED MONOTONE INCLUSIONS

Attouch, Hedy; Briceno-Arias, Luis M.; Combettes, Patrick L.

Abstract

A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces, and its convergence is established under the assumption that solutions exist. Unlike existing alternating algorithms, which are limited to two variables and linear coupling, our parallel method can handle an arbitrary number of variables as well as nonlinear coupling schemes. The breadth and flexibility of the proposed framework is illustrated through applications in the areas of evolution inclusions, variational problems, best approximation, and network flows.

Más información

Título según WOS: ID WOS:000277585500003 Not found in local WOS DB
Título de la Revista: SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volumen: 48
Número: 5
Editorial: SIAM PUBLICATIONS
Fecha de publicación: 2010
Página de inicio: 3246
Página final: 3270
DOI:

10.1137/090754297

Notas: ISI