An Envelope for Davis–Yin Splitting and Strict Saddle-Point Avoidance

It is known that operator splitting methods based on forward–backward splitting, Douglas–Rachford splitting, and Davis–Yin splitting decompose difficult optimization problems into simpler subproblems under proper convexity and smoothness assumptions. In this paper, we identify an envelope (an object...

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Veröffentlicht in:	Journal of optimization theory and applications 2019-05, Vol.181 (2), p.567-587
Hauptverfasser:	Liu, Yanli, Yin, Wotao
Format:	Artikel
Sprache:	eng
Schlagworte:	Applications of Mathematics Calculus of Variations and Optimal Control Optimization Convexity Engineering Mathematics Mathematics and Statistics Operations Research/Decision Theory Operators (mathematics) Optimization Optimization techniques Saddle points Smoothness Splitting Theory of Computation
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