A primal-dual splitting algorithm for composite monotone inclusions with minimal lifting

被引:4
作者
Aragon-Artacho, Francisco J. [1 ]
Bot, Radu, I [2 ]
Torregrosa-Belen, David [1 ]
机构
[1] Univ Alicante, Dept Math, Alicante 03690, Spain
[2] Univ Vienna, Fac Math, A-1090 Vienna, Austria
基金
奥地利科学基金会;
关键词
Monotone operator; Monotone inclusion; Splitting algorithm; Primal-dual algorithm; Minimal lifting; TOTAL VARIATION MINIMIZATION; SUMS;
D O I
10.1007/s11075-022-01405-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this work, we study resolvent splitting algorithms for solving composite monotone inclusion problems. The objective of these general problems is finding a zero in the sum of maximally monotone operators composed with linear operators. Our main contribution is establishing the first primal-dual splitting algorithm for composite monotone inclusions with minimal lifting. Specifically, the proposed scheme reduces the dimension of the product space where the underlying fixed point operator is defined, in comparison to other algorithms, without requiring additional evaluations of the resolvent operators. We prove the convergence of this new algorithm and analyze its performance in a problem arising in image deblurring and denoising. This work also contributes to the theory of resolvent splitting algorithms by extending the minimal lifting theorem recently proved by Malitsky and Tam to schemes with resolvent parameters.
引用
收藏
页码:103 / 130
页数:28
相关论文
共 50 条
  • [31] A MONOTONE plus SKEW SPLITTING MODEL FOR COMPOSITE MONOTONE INCLUSIONS IN DUALITY
    Briceno-Arias, Luis M.
    Combettes, Patrick L.
    SIAM JOURNAL ON OPTIMIZATION, 2011, 21 (04) : 1230 - 1250
  • [32] A First-Order Stochastic Primal-Dual Algorithm with Correction Step
    Rosasco, Lorenzo
    Villa, Silvia
    Bang Cong Vu
    NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2017, 38 (05) : 602 - 626
  • [33] A splitting preconditioned primal-dual algorithm with interpolation and extrapolation for bilinear saddle point problem
    Chang, Xiaokai
    Xu, Long
    Cao, Jianxiong
    NUMERICAL ALGORITHMS, 2024,
  • [34] On the Convergence of Primal-Dual Hybrid Gradient Algorithm
    He, Bingsheng
    You, Yanfei
    Yuan, Xiaoming
    SIAM JOURNAL ON IMAGING SCIENCES, 2014, 7 (04): : 2526 - 2537
  • [35] Primal-dual algorithm for distributed constrained optimization
    Lei, Jinlong
    Chen, Han-Fu
    Fang, Hai-Tao
    SYSTEMS & CONTROL LETTERS, 2016, 96 : 110 - 117
  • [36] A PRIMAL-DUAL ALGORITHM FOR JOINT DEMOSAICKING AND DECONVOLUTION
    Luong, Hiep Quang
    Goossens, Bart
    Aelterman, Jan
    Pizurica, Aleksandra
    Philips, Wilfried
    2012 IEEE INTERNATIONAL CONFERENCE ON IMAGE PROCESSING (ICIP 2012), 2012, : 2801 - 2804
  • [37] A Primal-Dual Lifting Scheme for Two-Stage Robust Optimization
    Georghiou, Angelos
    Tsoukalas, Angelos
    Wiesemann, Wolfram
    OPERATIONS RESEARCH, 2020, 68 (02) : 572 - 590
  • [38] A stochastic inertial forward-backward splitting algorithm for multivariate monotone inclusions
    Rosasco, Lorenzo
    Villa, Silvia
    Vu, Bang Cong
    OPTIMIZATION, 2016, 65 (06) : 1293 - 1314
  • [39] A STOCHASTIC COORDINATE DESCENT PRIMAL-DUAL ALGORITHM AND APPLICATIONS
    Bianchi, Pascal
    Hachem, Walid
    Franck, Iutzeler
    2014 IEEE INTERNATIONAL WORKSHOP ON MACHINE LEARNING FOR SIGNAL PROCESSING (MLSP), 2014,
  • [40] A primal-dual algorithm for computing Finsler distances and applications
    Ennaji, Hamza
    Queau, Yvain
    Elmoataz, Abderrahim
    CALCOLO, 2024, 61 (03)