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Alternating forward–backward splitting for linearly constrained optimization problems

  • Cesare Molinari
  • Juan PeypouquetEmail author
  • Fernando Roldan
Article
  • 64 Downloads

Abstract

We present an alternating forward–backward splitting method for solving linearly constrained structured optimization problems. The algorithm takes advantage of the separable structure and possibly asymmetric regularity properties of the objective functions involved. We also describe some applications to the study of non-Newtonian fluids and image reconstruction problems. We conclude with a numerical example, and its comparison with Condat’s algorithm. An acceleration heuristic is also briefly outlined.

Keywords

Convex optimization Forward–backward splitting Structured problems 

Notes

Acknowledgements

Supported by Fondecyt Grant 1181179 and Basal Project CMM Universidad de Chile. The first author was also supported by CONICYT-PCHA/Doctorado Nacional/2016 scholarship.

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  1. 1.ENSICAEN, CNRS, GREYCNormandie UniversitéCaen Cedex 4France
  2. 2.Departamento de Ingeniería Matemática, Centro de Modelamiento Matemático (CNRS UMI2807), FCFMUniversidad de ChileSantiagoChile
  3. 3.Departamento de MatemáticaUniversidad Técnica Federico Santa MaríaValparaisoChile

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