Speaker: Dr Reinier Diaz Millan
Federal Institute of Goias
Title: On the splitting optimization problem with enlargement
Date and time: 11:30am, Thursday 16 November 2017
Location: Room T121, Mt Helen Campus (this is at Federation University, RMIT crowd please connect via Visimeet).
Abstract:
In this paper, we present two approximate versions of the forward-backward splitting method for solving the minimization problem. In both cases, the objective function is the sum of two convex functions, maybe not differentiable. The algorithms involve, at each iteration, inexact evaluations of the backward operator and approximate subgradients of the functions (namely: the ε-subgradients). The first method considers an absolutely summable error criterion, whereas the second method uses a relative error criterion recently introduced for approximating proximal operators. Various stepsize rules are considered, including both diminishing and non-vanishing stepsizes, and convergence in objective values and convergence to a neighbourhood of the optimal set are obtained. The convergence analysis of the two methods shares underlying elements. Read more
