A variable metric extension of the forward--backward--forward algorithm for monotone operators
Abstract
We propose a variable metric extension of the forward--backward-forward algorithm for finding a zero of the sum of a maximally monotone operator and a Lipschitzian monotone operator in Hilbert spaces. In turn, this framework provides a variable metric splitting algorithm for solving monotone inclusions involving sums of composite operators. Several splitting algorithms recently proposed in the literature are recovered as special cases.
- Publication:
-
arXiv e-prints
- Pub Date:
- October 2012
- DOI:
- 10.48550/arXiv.1210.2986
- arXiv:
- arXiv:1210.2986
- Bibcode:
- 2012arXiv1210.2986V
- Keywords:
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- Mathematics - Optimization and Control;
- 47H05;
- 49M29;
- 49M27;
- 90C25