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math.OC2016
New Primal-Dual Proximal Algorithm for Distributed Optimization
Puya Latafat, Lorenzo Stella, Panagiotis Patrinos
We consider a network of agents, each with its own private cost consisting of the sum of two possibly nonsmooth convex functions, one of which is composed with a linear operator. A…
math.OC2016
Asymmetric Forward-Backward-Adjoint Splitting for Solving Monotone Inclusions Involving Three Operators
Puya Latafat, Panagiotis Patrinos
In this work we propose a new splitting technique, namely Asymmetric Forward-Backward-Adjoint splitting, for solving monotone inclusions involving three terms, a maximally monotone…