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A survey on operator splitting and decomposition of convex programs

Philippe Mahey(philippe.mahey***at***isima.fr)
Arnaud Lenoir(lenoir***at***edf.fr)

Abstract: Many structured convex minimization problems can be modeled by the search of a zero of the sum of two monotone operators. Operator splitting methods have been designed to decompose and regularize at the same time these kind of models. We review here these models and the classical splitting methods. We focus on the numerical sensitivity of these algorithms with respect to the scaling parameters that drive the regularizing terms, in order to accelerate convergence rates for different classes of models.

Keywords: Monotone operator splitting, Decomposition methods, Convex programming

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Citation: Research Report LIMOS july 2015

Download: [PDF]

Entry Submitted: 07/30/2015
Entry Accepted: 07/30/2015
Entry Last Modified: 07/30/2015

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