Skip to main content
Log in

Strong convergence of a splitting projection method for the sum of maximal monotone operators

  • Original Paper
  • Published:
Optimization Letters Aims and scope Submit manuscript

Abstract

In this paper, a projective-splitting method is proposed for finding a zero of the sum of \(n\) maximal monotone operators over a real Hilbert space \(\mathcal{H }\). Without the condition that either \(\mathcal{H }\) is finite dimensional or the sum of \(n\) operators is maximal monotone, we prove that the sequence generated by the proposed method is strongly convergent to an extended solution for the problem, which is closest to the initial point. The main results presented in this paper generalize and improve some recent results in this topic.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Attouch, H., Théra, M.: A general duality principle for the sum of two operators. J. Convex Anal. 3, 1–44 (1996)

    Google Scholar 

  2. Bauschke, H.H.: A note on the paper by Eckstein and Svaiter on general projective splitting methods for sums of maximal monotone operators. SIAM J. Control Optim. 48, 2513–2515 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  3. Combettes, P.L.: Iterative construction of the resolvent of a sum of maximal monotone operators. J. Convex Anal. 16, 727–748 (2009)

    Google Scholar 

  4. Dong, Y., Fischer, A.: A family of operator splitting methods revisited. Nonlinear Anal. 72, 4307–4315 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  5. Eckstein, J., Bertseckas, D.P.: On the Douglas-Rachford splitting method and the proximal point algorithm for the maximal monotone operators. Math. Program. 55, 293–318 (1992)

    Article  MATH  Google Scholar 

  6. Eckstein, J., Svaiter, B.F.: A family of projective splitting methods for the sum of two maximal monotone operators. Math. Program. Ser. B 111, 173–199 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  7. Eckstein, J., Svaiter, B.F.: General projective splitting methods for the sums of maximal monotone operators. SIAM J. Control Optim. 48, 787–811 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  8. Lions, P.L., Mercier, B.: Splitting algorithms for the sum of two nonlinear operators. SIAM J. Numer. Anal. 16, 964–979 (1979)

    Article  MATH  MathSciNet  Google Scholar 

  9. Mashreghi, J., Nasri, M.: Forcing strong convergence of Korpelevich’s method in Banach spaces with its applications in game theory. Nonlinear Anal. 72, 2086–2099 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  10. Minty, G.J.: Monotone (nonlinear) operators in Hilbert space. Duke Math. J. 29, 341–346 (1962)

    Article  MATH  MathSciNet  Google Scholar 

  11. Moudafi, A.: On the regularization of the sum of two maximal monotone operators. Nonlinear Anal. 42, 1203–1208 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  12. Moudafi, A., Oliny, M.: Convergence of a splitting inertial proximal method for monotone operators. J. Comput. Appl. Math. 155, 447–454 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  13. Otero, R.G., Svaiter, B.F.: A strongly convergent hybrid proximal method in Banach spaces. J. Math. Anal. Appl. 289, 700–711 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  14. Pennanen, T., Rockafellar, R.T., Théra, M.: Graphical convergence of sums of monotone mappings. Proc. Amer. Math. Soc. 130, 2261–2269 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  15. Tang, G.J., Huang, N.J.: Strong convergence of a splitting proximal projection method for the sum of two maximal monotone operators. Oper. Res. Lett. 40, 332–336 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  16. Svaiter, B.F.: Weak convergence on Douglas-Rachford method. SIAM J. Control Optim. 49, 280–287 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  17. Solodov, M.V., Svaiter, B.F.: Forcing strong convergence of proximal point iterations in a Hilbert space. Math. Program. Ser. A 87, 189–202 (2000)

    MATH  MathSciNet  Google Scholar 

  18. Rockafellar, R.T.: On the maximality of sums of nonlinear monotone operators. Trans. Amer. Math. Soc. 149, 75–88 (1970)

    Article  MATH  MathSciNet  Google Scholar 

  19. Rockafellar, R.T.: Monotone operators and the proximal point algorithm. SlAM J. Control Optim. 14, 877–898 (1976)

    Article  MATH  MathSciNet  Google Scholar 

  20. Wang, Y.J., Xiu, N.H., Zhang, J.Z.: Modified extragradient method for variational inequalities and verification of solution existence. J. Optim. Theory Appl. 119, 167–183 (2003)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Acknowledgments

This work was supported by the National Natural Science Foundation of China (10671135), the Doctoral Fund of Ministry of Education of China (20105134120002), the Application Foundation Fund of Sichuan Technology Department of China (2010JY0121), the Key of Chinese Ministry of Education (212147)

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Fu-quan Xia.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Tang, Gj., Xia, Fq. Strong convergence of a splitting projection method for the sum of maximal monotone operators. Optim Lett 8, 1313–1324 (2014). https://doi.org/10.1007/s11590-013-0649-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11590-013-0649-y

Keywords

Navigation