节俭分裂算子:表示、最小提升与收敛

Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence

SIAM Journal on Optimization · 2024
被引 2
ABS 3

中文导读

研究了有限和单调包含问题的节俭分裂算子,提出一种通过广义原始-对偶预解式的新表示,并给出最小提升数的可达条件,为设计收敛且可并行的节俭分裂算子提供方法。

Abstract

We investigate frugal splitting operators for finite sum monotone inclusion problems. These operators utilize exactly one direct or resolvent evaluation of each operator of the sum, and the splitting operator's output is dictated by linear combinations of these evaluations' inputs and outputs. To facilitate analysis, we introduce a novel representation of frugal splitting operators via a generalized primal-dual resolvent. The representation is characterized by an index and four matrices, and we provide conditions on these that ensure equivalence between the classes of frugal splitting operators and generalized primal-dual resolvents. Our representation paves the way for new results regarding lifting numbers and the development of a unified convergence analysis for frugal splitting operator methods, contingent on the directly evaluated operators being cocoercive. The minimal lifting number is n - 1 - f where n is the number of monotone operators and f is the number of direct evaluations in the splitting. Notably, this lifting number is achievable only if the first and last operator evaluations are resolvent evaluations. These results generalize the minimal lifting results by Ryu and by Malitsky and Tam that consider frugal resolvent splittings. Building on our representation, we delineate a constructive method to design frugal splitting operators, exemplified in the design of a novel, convergent, and parallelizable frugal splitting operator with minimal lifting.

数学最优化单调包含问题分裂算子