Best Approximation from the Kuhn-Tucker Set of Composite Monotone Inclusions

Abdullah Alotaibi, Patrick L. Combettes, Naseer Shahzad

Published 2014-01-30, updated 2014-10-06Version 3

Kuhn-Tucker points play a fundamental role in the analysis and the numerical solution of monotone inclusion problems, providing in particular both primal and dual solutions. We propose a class of strongly convergent algorithms for constructing the best approximation to a reference point from the set of Kuhn-Tucker points of a general Hilbertian composite monotone inclusion problem. Applications to systems of coupled monotone inclusions are presented. Our framework does not impose additional assumptions on the operators present in the formulation, and it does not require knowledge of the norm of the linear operators involved in the compositions or the inversion of linear operators.