block-iterative algorithm

Asynchronous Block-Iterative Primal-Dual Decomposition Methods for Monotone Inclusions

  • Patrick L. Combettes
  • Jonathan Eckstein
    • Categories Convex Optimization, Infinite Dimensional Optimization Tags , , , , , ,

    We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the sense that, at each iteration, only a subset of the monotone operators needs to be processed, as opposed to all operators as in … Read more

    Iterative algorithms with seminorm-induced oblique projections

  • Yair Censor
  • Tommy Elfving
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization Tags , , ,

    A definition of oblique projections onto closed convex sets that use seminorms induced by diagonal matrices which may have zeros on the diagonal is introduced. Existence and uniqueness of such projections are secured via directional affinity of the sets with respect to the diagonal matrices involved. A block-iterative algorithmic scheme for solving the convex feasibility … Read more