A DOUGLAS-RACHFORD TYPE PRIMAL-DUAL METHOD FOR SOLVING INCLUSIONS WITH MIXTURES OF COMPOSITE AND PARALLEL-SUM TYPE MONOTONE OPERATORS

被引:91
作者
Bot, Radu Ioan [1 ]
Hendrich, Christopher [2 ]
机构
[1] Univ Vienna, Fac Math, A-1090 Vienna, Austria
[2] Tech Univ Chemnitz, Dept Math, D-09107 Chemnitz, Germany
关键词
Douglas-Rachford splitting; monotone inclusion; Fenchel duality; convex optimization; SPLITTING ALGORITHM;
D O I
10.1137/120901106
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:2541 / 2565
页数:25
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