swMATH ID: 34472
Software Authors: Johnstone, Patrick R.; Eckstein, Jonathan
Description: projective-splitting/just-continuity: Code that reproduces the results in the paper: Projective splitting with forward steps only requires continuity. A recent innovation in projective splitting algorithms for monotone operator inclusions has been the development of a procedure using two forward steps instead of the customary resolvent step for operators that are Lipschitz continuous. This paper shows that the Lipschitz assumption is unnecessary when the forward steps are performed in finite-dimensional spaces: a backtracking linesearch yields a convergent algorithm for operators that are merely continuous with full domain.
Homepage: https://arxiv.org/abs/1809.07180
Source Code:  https://github.com/projective-splitting/just-continuity
Keywords: operator splitting; convex optimization; monotone operators
Related Software: UNLocBoX; rare; CVXPY; GitHub; PESTO
Cited in: 5 Documents

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