A reformulation on a product space with reduced dimension for splitting algorithms
R. Campoy García
The product space reformulation is a powerful trick when tackling monotone inclusions defined by finitely many operators with splitting algorithms. This technique constructs an equivalent two-operator problem, embedded in a product Hilbert space, that preserves computational tractability. In this talk, we propose a new reformulation with a reduction on the dimension of the outcoming product Hilbert space. We shall discuss the case of not necessarily convex feasibility problems. As an application, we obtain a new parallel variant of the Douglas-Rachford algorithm with a reduction in the number of variables. The computational advantage is illustrated through some numerical experiments.
Keywords: Splitting algorithms, Projection methods, Parallel algorithm, Product space reformulation, Douglas--Rachford
Scheduled
GT11 Continuous Optimization III
June 9, 2022 5:10 PM
A12
Other papers in the same session
L. Huerga Pastor, B. Jiménez Martín, D. T. Luc, V. Novo
C. Gutiérrez Vaquero, D. T. V. An
M. A. Melguizo Padial, F. García Castaño
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6/8/22
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