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arxiv: 1210.2986 · v2 · pith:FB3HUN25new · submitted 2012-10-10 · 🧮 math.OC

A variable metric extension of the forward--backward--forward algorithm for monotone operators

classification 🧮 math.OC
keywords monotonealgorithmmetricvariableextensionoperatoroperatorssplitting
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We propose a variable metric extension of the forward--backward-forward algorithm for finding a zero of the sum of a maximally monotone operator and a Lipschitzian monotone operator in Hilbert spaces. In turn, this framework provides a variable metric splitting algorithm for solving monotone inclusions involving sums of composite operators. Several splitting algorithms recently proposed in the literature are recovered as special cases.

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