ABSTRACT

The forward-backward splitting (FBS) methods [101, 67] form a broad class of SUMMA algorithms closely related to the IPA. Note that minimizing Gk(x) in Equation (4.4) over x ∈ C is equivalent to minimizing

Gk(x) = ιC(x) + f(x) +Dh(x, x k−1) (5.1)

over all x ∈ RJ , where ιC(x) = 0 for x ∈ C and ιC(x) = +∞ otherwise. This suggests a more general iterative algorithm, the FBS.