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A Douglas-Rachford type primal-dual method for solving inclusions with mixtures of composite and parallel-sum type monotone operators (1212.0326v1)

Published 3 Dec 2012 in math.OC, math.FA, and math.NA

Abstract: In this paper we propose two different primal-dual splitting algorithms for solving inclusions involving mixtures of composite and parallel-sum type monotone operators which rely on an inexact Douglas-Rachford splitting method, however applied in different underlying Hilbert spaces. Most importantly, the algorithms allow to process the bounded linear operators and the set-valued operators occurring in the formulation of the monotone inclusion problem separately at each iteration, the latter being individually accessed via their resolvents. The performances of the primal-dual algorithms are emphasized via some numerical experiments on location and image deblurring problems.

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