论文标题
以鞍形式的多元单调夹杂物
Multivariate Monotone Inclusions in Saddle Form
论文作者
论文摘要
我们提出了一种基于马鞍操作员概念的单调操作员分裂的新方法。正在研究的是一个高度结构化的多元单调包含问题,涉及设定值,可可辅助和Lipschitzian单调操作员以及其中的各种单调性能操作。该模型涵盖了文献中发现的大多数配方。现有原始二线算法的一个局限性在于它们在产品空间中运行,该产品空间太小,无法在每个操作员单独使用的意义上完全分解我们的问题。为了避免这种困难,我们将问题重新提出了,因为它找到了在更大空间上的鞍操作员的零。这导致了一种前所未有的灵活性算法,该算法实现了完全分裂,利用每个操作员的特定属性是异步的,并且需要在每种迭代中仅激活操作器的块,而不是激活所有迭代者。后一个特征在大规模问题中至关重要。建立了主要算法的弱收敛性,以及变体的强收敛。讨论了各种应用,并在变异不平等和最小化问题的背景下对拟议框架进行了实例化。
We propose a novel approach to monotone operator splitting based on the notion of a saddle operator. Under investigation is a highly structured multivariate monotone inclusion problem involving a mix of set-valued, cocoercive, and Lipschitzian monotone operators, as well as various monotonicity-preserving operations among them. This model encompasses most formulations found in the literature. A limitation of existing primal-dual algorithms is that they operate in a product space that is too small to achieve full splitting of our problem in the sense that each operator is used individually. To circumvent this difficulty, we recast the problem as that of finding a zero of a saddle operator that acts on a bigger space. This leads to an algorithm of unprecedented flexibility, which achieves full splitting, exploits the specific attributes of each operator, is asynchronous, and requires to activate only blocks of operators at each iteration, as opposed to activating all of them. The latter feature is of critical importance in large-scale problems. Weak convergence of the main algorithm is established, as well as the strong convergence of a variant. Various applications are discussed, and instantiations of the proposed framework in the context of variational inequalities and minimization problems are presented.