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Convex Minimization With Nonlinear Compositions

Abstract : We investigate the duality properties of a minimization problem involving the sum of a nonlinearly composed convex function and a linearly composed convex function. A Kuhn-Tucker operator is constructed for this problem as an extension of the operator found in classical Fenchel-Rockafellar duality theory. Monotone splitting algorithms are applied to this Kuhn-Tucker operator to solve the composite problem.
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https://hal-cnrs.archives-ouvertes.fr/hal-03441875
Contributor : Patrick Louis Combettes Connect in order to contact the contributor
Submitted on : Monday, November 22, 2021 - 8:31:49 PM
Last modification on : Thursday, January 6, 2022 - 3:24:04 PM
Long-term archiving on: : Wednesday, February 23, 2022 - 8:43:33 PM

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  • HAL Id : hal-03441875, version 1

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Luis M Briceño-Arias, Patrick L Combettes. Convex Minimization With Nonlinear Compositions. {date}. ⟨hal-03441875⟩

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