4.6 Article Proceedings Paper

Monotone operator theory in convex optimization

期刊

MATHEMATICAL PROGRAMMING
卷 170, 期 1, 页码 177-206

出版社

SPRINGER HEIDELBERG
DOI: 10.1007/s10107-018-1303-3

关键词

Firmly nonexpansive operator; Monotone operator; Operator splitting; Proximal algorithm; Proximity operator; Proximity-preserving transformation; Self-dual class; Subdifferential

资金

  1. National Science Foundation [CCF-1715671]

向作者/读者索取更多资源

Several aspects of the interplay between monotone operator theory and convex optimization are presented. The crucial role played by monotone operators in the analysis and the numerical solution of convex minimization problems is emphasized. We review the properties of subdifferentials as maximally monotone operators and, in tandem, investigate those of proximity operators as resolvents. In particular, we study new transformations which map proximity operators to proximity operators, and establish connections with self-dual classes of firmly nonexpansive operators. In addition, new insights and developments are proposed on the algorithmic front.

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