An extension of the auxiliary problem principle to nonsymmetric auxiliary operators
An Extension of the Auxiliary Problem Principle to Nonsymmetric Auxiliary Operators
To find a zero of a maximal monotone operator, an extension of the Auxiliary Problem Principle to nonsymmetric auxiliary operators is proposed. The main convergence result supposes a relationship between the main operator and the nonsymmetric component of the auxiliary operator. When applied to the particular case of convex-concave functions, this result implies the convergence of the parallel version of the Arrow-Hurwicz algorithm under the assumptions of Lipschitz and partial Dunn properties...
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