On a decomposition formula for the proximal operator of the sum of two convex functions

zbMath1431.46055arXiv1707.08509MaRDI QIDQ5237020

Fabien Caubet, Loïc Bourdin, Samir Adly

Publication date: 16 October 2019

Full work available at URL: https://arxiv.org/abs/1707.08509

zbMATH Keywords

sensitivity analysissubdifferentialconvex analysisDouglas-Rachford operatorforward-backward operatorMoreau's proximal operator

Mathematics Subject Classification ID

Variational inequalities (49J40) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Sensitivity analysis for optimization problems on manifolds (49Q12)

Related Items (5)

Computing the resolvent of the sum of maximally monotone operators with the averaged alternating modified reflections algorithm ⋮ Methodology and first-order algorithms for solving nonsmooth and non-strongly convex bilevel optimization problems ⋮ Strengthened splitting methods for computing resolvents ⋮ On a decomposition formula for the resolvent operator of the sum of two set-valued maps with monotonicity assumptions ⋮ An extension of the proximal point algorithm beyond convexity

Uses Software

• UNLocBoX

Cites Work

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