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Solving systems of monotone inclusions via primal-dual splitting techniques

In this paper we propose an algorithm for solving systems of coupled monotone inclusions in Hilbert spaces. The operators arising in each of the inclusions of the system are processed in each iteration separately, namely, the single-valued are evaluated explicitly (forward steps), while the set-valued ones via their resolvents (backward steps). In addition, most of the steps in the iterative scheme can be executed simultaneously, this making the method applicable to a variety of convex minimization problems. The numerical performances of the proposed splitting algorithm are emphasized through applications in average consensus on colored networks and image classification via support vector machines.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-qucosa-108172
Date20 March 2013
CreatorsBot, Radu Ioan, Csetnek, Ernö Robert, Nagy, Erika
ContributorsTU Chemnitz, Fakultät für Mathematik
PublisherUniversitätsbibliothek Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:preprint
Formatapplication/pdf, text/plain, application/zip
Relationdcterms:isPartOf:Preprintreihe der Fakultät für Mathematik der TU Chemnitz, Preprint 2013-06

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