A survey on operator splitting and decomposition of convex programs | Zendy

Arnaud Lenoir | Zendy; Philippe Mahey | Zendy

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A survey on operator splitting and decomposition of convex programs

Author(s) -

Arnaud Lenoir,

Philippe Mahey

Publication year - 2015

Publication title -

rairo - operations research

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.383

H-Index - 24

eISSN - 1290-3868

pISSN - 0399-0559

DOI - 10.1051/ro/2015065

Subject(s) - operator splitting , monotone polygon , operator (biology) , scaling , convex optimization , mathematics , convergence (economics) , mathematical optimization , regular polygon , focus (optics) , sensitivity (control systems) , minification , rate of convergence , algorithm , computer science , key (lock) , geometry , physics , economic growth , chemistry , engineering , optics , biochemistry , transcription factor , economics , gene , computer security , repressor , electronic engineering

International audienceMany structured convex minimization problems can be modeled by the search of a zero of the sum of two monotone operators. Operator splitting methods have been designed to decompose and regularize at the same time these kind of models. We review here these models and the classical splitting methods. We focus on the numerical sensitivity of these algorithms with respect to the scaling parameters that drive the regularizing terms, in order to accelerate convergence rates for different classes of models

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