4 papers · 1 filter
Stochastic Projective Splitting: Solving Saddle-Point Problems with Multiple Regularizers
Patrick R. Johnstone, Jonathan Eckstein, Thomas Flynn +1
We present a new, stochastic variant of the projective splitting (PS) family of algorithms for monotone inclusion problems. It can solve min-max and noncooperative game formulation…
Single-Forward-Step Projective Splitting: Exploiting Cocoercivity
Patrick R. Johnstone, Jonathan Eckstein
This work describes a new variant of projective splitting for solving maximal monotone inclusions and complicated convex optimization problems. In the new version, cocoercive opera…
Convergence Rates for Projective Splitting
Patrick R. Johnstone, Jonathan Eckstein
Projective splitting is a family of methods for solving inclusions involving sums of maximal monotone operators. First introduced by Eckstein and Svaiter in 2008, these methods hav…
Projective Splitting with Forward Steps: Asynchronous and Block-Iterative Operator Splitting
Patrick R. Johnstone, Jonathan Eckstein
This work is concerned with the classical problem of finding a zero of a sum of maximal monotone operators. For the projective splitting framework recently proposed by Combettes an…