Variable Metric Algorithms Driven by Averaged Operators
The convergence of a new general variable metric algorithm based on compositions of averaged operators is established. Applications to monotone operator splitting are presented.
KeywordsAveraged operator Composite algorithm Convex optimization Fixed point iteration Monotone operator splitting Primal-dual algorithm Variable metric
AMS 2010 Subject Classification47H05 49M27 49M29 90C25
The author thanks his Ph.D. advisor P. L. Combettes for his guidance during this work, which is part of his Ph.D. dissertation.
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