A Perturbation Framework for Convex Minimization and Monotone Inclusion Problems with Nonlinear Compositions

• 成果类型: Article
• 署名作者: Briceno-Arias, Luis M.; Combettes, Patrick L.
• 署名单位: Universidad Tecnica Federico Santa Maria; North Carolina State University
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2022.0180
• 发表日期: 2024
• 页码: 1890-1914
• 关键词: splitting method; algorithm; Duality; DECOMPOSITION; STABILITY

摘要

We introduce a framework based on Rockafellar's perturbation theory to analyze and solve general nonsmooth convex minimization and monotone inclusion problems involving nonlinearly composed functions as well as linear compositions. Such problems have been investigated only from a primal perspective and only for nonlinear compositions of smooth functions in finite-dimensional spaces in the absence of linear compositions. In the context of Banach spaces, the proposed perturbation analysis serves as a foundation for the construction of a dual problem and of a maximally monotone Kuhn-Tucker operator, which is decomposable as the sum of simpler monotone operators. In the Hilbertian setting, this decomposition leads to a block-iterative primal-dual algorithm that fully splits all the components of the problem and appears to be the first proximal splitting algorithm for handling nonlinear composite problems. Various applications are discussed.