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Zbl 1091.49006
Burachik, Regina S.; Sagastizábal, Claudia; Scheimberg, Susana
An inexact method of partial inverses and a parallel bundle method. (English)
[J] Optim. Methods Softw. 21, No. 3, 385-400 (2006). ISSN 1055-6788; ISSN 1029-4937/e

Summary: For a maximal monotone operator $T$ on a Hilbert space $H$ and a closed subspace $A$ of $H$, we consider the problem of finding $(x, y \in T(x))$ satisfying $x \in A$ and $y \in A^{\bot}$. An equivalent formulation of this problem makes use of the partial inverse operator of Spingarn. The resulting generalized equation can be solved by using the proximal point algorithm. We consider instead the use of hybrid proximal methods. Hybrid methods use enlargements of operators, close in spirit to the concept of $\varepsilon$-subdifferentials. We characterize the enlargement of the partial inverse operator in terms of the enlargement of $T$ itself. We present a new algorithm of resolution that combines Spingarn and hybrid methods, we prove for this method global convergence only assuming existence of solutions and maximal monotonicity of T. We also show that, under standard assumptions, the method has a linear rate of convergence. For the important problem of finding a zero of a sum of maximal monotone operators $T_{1}, \cdots , T_{m}$, we present a highly parallelizable scheme. Finally, we derive a parallel bundle method for minimizing the sum of polyhedral functions.

MSC 2000:: *49J40 Variational methods including variational inequalities
49J52 Nonsmooth analysis (other weak concepts of optimality)
47N10 Appl. of operator theory in optimization, math. programming, etc.
65J15 Equations with nonlinear operators (numerical methods)
47H05 Monotone operators (with respect to duality)

Keywords: maximal monotone operator; splitting methods; enlargement of a maximal monotone operator; hybrid proximal methods; parallel bundle methods

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