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A general primal-dual splitting algorithm for solving systems of structured coupled monotone inclusions in Hilbert spaces is introduced and its asymptotic behavior is analyzed.
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P. L. Combettes and J.-C. Pesquet, Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators,
2012
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P. Frankel, Alternating proximal algorithm with costs-to-move, dual description and application to PDE’s,
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