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arXiv · 1707.08655

On the complexity of the projective splitting and Spingarn's methods for the sum of two maximal monotone operators

Majela Pentón Machado
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Abstract

In this work we study the pointwise and ergodic iteration-complexity of a family of projective splitting methods proposed by Eckstein and Svaiter, for finding a zero of the sum of two maximal monotone operators. As a consequence of the complexity analysis of the projective splitting methods, we obtain complexity bounds for the two-operator case of Spingarn's partial inverse method. We also present inexact variants of two specific instances of this family of algorithms, and derive corresponding convergence rate results.

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Majela Pentón Machado. 2017-07-26. On the complexity of the projective splitting and Spingarn's methods for the sum of two maximal monotone operators. https://arxiv.org/abs/1707.08655

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