A Douglas--Rachford Type Primal-Dual Method for Solving Inclusions with Mixtures of Composite and Parallel-Sum Type Monotone Operators
Authors:
- Radu Ioan BoţRBRadu Ioan Boţ
- Christopher HendrichCHChristopher Hendrich
- 1 January 2013
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Optimization
- Vol. 23 (4) , 2541-2565
Abstract
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, but applied in different underlying Hilbert spaces. Most importantly, the algorithms allow one 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 performance of the primal-dual algorithms is emphasized via some numerical experiments on location and image denoising problems.Keywords
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