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arXiv · 1212.0523

Extended Forward-Backward Algorithm

Marc Lassonde·Ludovic Nagesseur
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Abstract

We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence generated by the algorithm under assumptions similar to those used in classical forward-backward algorithms. This provides as a special case an algorithm for solving convex constrained minimization problems without qualification condition.

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Marc Lassonde, Ludovic Nagesseur. 2013-06-24. Extended Forward-Backward Algorithm. https://doi.org/10.1016/j.jmaa.2013.02.022

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