Variable Metric Extensions of the HIPPM and HPDM frameworks

PARENTE LISANDRO; LOTITO, PABLO; SOLODOV, MIKHAIL

Rio de Janeiro, Brasil

Congreso; 19th International Symposium on Mathematical Programming; 2006

Mathematical Programming Society

The general decomposition scheme known as Hybrid Proximal Decomposition Method (HPDM) proposed by Solodov proved to be very useful in the analysis of many decomposition methods. The decomposition method proposed by He et al. is very near to this methodology. We show that it can be put in the HPDM framework extended to allow symmetric positive definite matrices as coefficients. This extension applies naturally to the general HIPPM scheme in the same way.