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
