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Coupled Adaptable Backward-Forward-Backward Resolvent Splitting Algorithm (CABRA): A Matrix-Parametrized Resolvent Splitting Method for the Sum of Maximal Monotone and Cocoercive Operators Composed with Linear Coupling Operators

Barkley, Peter et al.
arXiv (All) · Papers
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optimization-and-control
We present a novel matrix-parametrized frugal splitting algorithm which finds a zero of a sum of maximal monotone and cocoercive operators composed with linear selection operators, which models a large class of problems in which the operators take only a subset of decision variables as their input.
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