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- Publisher Website: 10.1007/s10107-014-0805-x
- Scopus: eid_2-s2.0-84941978819
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Article: On the convergence rate of DouglasâRachford operator splitting method
Title | On the convergence rate of DouglasâRachford operator splitting method |
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Authors | |
Keywords | Convergence rate DouglasâRachford operator splitting method |
Issue Date | 2015 |
Citation | Mathematical Programming, 2015, v. 153, n. 2, p. 715-722 How to Cite? |
Abstract | © 2014, Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society. This note provides a simple proof of a worst-case convergence rate measured by the iteration complexity for the DouglasâRachford operator splitting method for finding a root of the sum of two maximal monotone set-valued operators. The accuracy of an iterate to the solution set is measured by the residual of a characterization of the original problem, which is different from conventional measures such as the distance to the solution set. |
Persistent Identifier | http://hdl.handle.net/10722/251122 |
ISSN | 2021 Impact Factor: 3.060 2020 SCImago Journal Rankings: 2.358 |
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 | 2018-02-01T01:54:39Z | - |
dc.date.available | 2018-02-01T01:54:39Z | - |
dc.date.issued | 2015 | - |
dc.identifier.citation | Mathematical Programming, 2015, v. 153, n. 2, p. 715-722 | - |
dc.identifier.issn | 0025-5610 | - |
dc.identifier.uri | http://hdl.handle.net/10722/251122 | - |
dc.description.abstract | © 2014, Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society. This note provides a simple proof of a worst-case convergence rate measured by the iteration complexity for the DouglasâRachford operator splitting method for finding a root of the sum of two maximal monotone set-valued operators. The accuracy of an iterate to the solution set is measured by the residual of a characterization of the original problem, which is different from conventional measures such as the distance to the solution set. | - |
dc.language | eng | - |
dc.relation.ispartof | Mathematical Programming | - |
dc.subject | Convergence rate | - |
dc.subject | DouglasâRachford operator splitting method | - |
dc.title | On the convergence rate of DouglasâRachford operator splitting method | - |
dc.type | Article | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1007/s10107-014-0805-x | - |
dc.identifier.scopus | eid_2-s2.0-84941978819 | - |
dc.identifier.volume | 153 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 715 | - |
dc.identifier.epage | 722 | - |
dc.identifier.eissn | 1436-4646 | - |
dc.identifier.isi | WOS:000364330300016 | - |
dc.identifier.issnl | 0025-5610 | - |