A Primer on Monotone Operator Methods

@inproceedings{Ryu2015APO,
  title={A Primer on Monotone Operator Methods},
  author={Ernest K. Ryu and Stephen P. Boyd},
  year={2015}
}
This tutorial paper presents the basic notation and results of monotone operators and operator splitting methods, with a focus on convex optimization. A very wide variety of algorithms, ranging from classical to recently developed, can be derived in a uniform way. The approach is to pose the original problem to be solved as one of finding a zero of an appropriate monotone operator; this problem in turn is then posed as one of finding a fixed point of a related operator, which is done using the… CONTINUE READING
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