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Article: On the O(1/N) convergence rate of the Douglas-Rachford alternating direction method
Title | On the O(1/N) convergence rate of the Douglas-Rachford alternating direction method |
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Authors | |
Keywords | Convergence rate Alternating direction method Variational inequalities Split inexact Uzawa method Convex programming |
Issue Date | 2012 |
Publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/sinum.php |
Citation | SIAM Journal on Numerical Analysis, 2012, v. 50, n. 2, p. 700-709 How to Cite? |
Abstract | Alternating direction methods (ADMs) have been well studied in the literature, and they have found many efficient applications in various fields. In this note, we focus on the Douglas- Rachford ADM scheme proposed by Glowinski and Marrocco, and we aim at providing a simple approach to estimating its convergence rate in terms of the iteration number. The linearized version of this ADM scheme, which is known as the split inexact Uzawa method in the image processing literature, is also discussed. © 2012 Society for Industrial and Applied Mathematics. |
Persistent Identifier | http://hdl.handle.net/10722/250990 |
ISSN | 2021 Impact Factor: 3.039 2020 SCImago Journal Rankings: 2.780 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | He, Bingsheng | - |
dc.contributor.author | Yuan, Xiaoming | - |
dc.date.accessioned | 2018-02-01T01:54:16Z | - |
dc.date.available | 2018-02-01T01:54:16Z | - |
dc.date.issued | 2012 | - |
dc.identifier.citation | SIAM Journal on Numerical Analysis, 2012, v. 50, n. 2, p. 700-709 | - |
dc.identifier.issn | 0036-1429 | - |
dc.identifier.uri | http://hdl.handle.net/10722/250990 | - |
dc.description.abstract | Alternating direction methods (ADMs) have been well studied in the literature, and they have found many efficient applications in various fields. In this note, we focus on the Douglas- Rachford ADM scheme proposed by Glowinski and Marrocco, and we aim at providing a simple approach to estimating its convergence rate in terms of the iteration number. The linearized version of this ADM scheme, which is known as the split inexact Uzawa method in the image processing literature, is also discussed. © 2012 Society for Industrial and Applied Mathematics. | - |
dc.language | eng | - |
dc.publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/sinum.php | - |
dc.relation.ispartof | SIAM Journal on Numerical Analysis | - |
dc.subject | Convergence rate | - |
dc.subject | Alternating direction method | - |
dc.subject | Variational inequalities | - |
dc.subject | Split inexact Uzawa method | - |
dc.subject | Convex programming | - |
dc.title | On the O(1/N) convergence rate of the Douglas-Rachford alternating direction method | - |
dc.type | Article | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1137/110836936 | - |
dc.identifier.scopus | eid_2-s2.0-84861398963 | - |
dc.identifier.volume | 50 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 700 | - |
dc.identifier.epage | 709 | - |
dc.identifier.isi | WOS:000303398700016 | - |
dc.identifier.issnl | 0036-1429 | - |