A product space reformulation with reduced dimension

Abstract: The product space reformulation is a powerful trick when tackling monotone inclusions defined by finitely many operators with splitting algorithms. This technique constructs an equivalent two-operator problem, embedded in a product Hilbert space, that preserves computational tractability. Each operator in the original problem requires one dimension in the product space. In this talk, we propose a new reformulation with a reduction on the dimension of the outcoming product Hilbert space. We shall discuss the case of not necessarily convex feasibility problems. As an application, we obtain a new parallel variant of the Douglas-Rachford algorithm with a reduction in the number of variables. The computational advantage is illustrated through some numerical experiments.

optimization and control

Audience: researchers in the topic

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