Visco-penalization of the sum of two monotone operators

نویسندگان

  • Patrick L. Combettes
  • Sever A. Hirstoaga
چکیده

A new type of approximating curve for finding a particular zero of the sum of two maximal monotone operators in a Hilbert space is investigated. This curve consists of the zeros of perturbed problems in which one operator is replaced with its Yosida approximation and a viscosity term is added. As the perturbation vanishes, the curve is shown to converge to the zero of the sum that solves a particular strictly monotone variational inequality. As an offspring of this result, we obtain an approximating curve for finding a particular zero of the sum of several maximal monotone operators. Applications to convex optimization are discussed.

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تاریخ انتشار 2007