A Variable Metric Extension of the Forward–Backward–Forward Algorithm for Monotone Operators
Bằng Công Vũ · Numerical Functional Analysis and Optimization · 2013
We propose a variable metric extension of the forward–backward-forward algorithm for finding a zero of the sum of a maximally monotone operator and a monotone Lipschitzian operator in Hilbert spaces. In turn, this framework provides a variable metric splitting algorithm for solving monotone inclusions involving sums of composite operators. Monotone operator splitting methods recently proposed in the literature are recovered as special cases.