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Time: Tuesday 27 February, 11:00 am
Place: Sala Seminari Est, Dipartimento di
Informatica
Speaker: Puya Latafat, KU Leuven
Title:
Convergence of operator splitting methods for nonmonotone
inclusions
Abstract
Despite
their popularity, convergence results of splitting methods
have been largely limited to the convex/monotone setting. We
present convergence results for several first-order methods,
including the proximal point method, forward-backward-forward
splitting, and Douglas-Rachford splitting, within a
nonmonotone setting. To this end, we focus on a problem class
characterized by an oblique weak Minty condition, which
captures non-trivial structures as we demonstrate with
examples. Moreover, we introduce the concept of
semimonotonicity and provide sufficient conditions for the
global convergence of splitting techniques for the sum of two
semimonotone operators. Illustrative examples demonstrate the
wide range of problems our theory is able to cover.