Abstract
This note provides a simple proof of a worst-case convergence rate measured by the iteration complexity for the Douglas–Rachford 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.
Original language | English |
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Pages (from-to) | 715-722 |
Number of pages | 8 |
Journal | Mathematical Programming |
Volume | 153 |
Issue number | 2 |
Early online date | 11 Sept 2014 |
DOIs | |
Publication status | Published - Nov 2015 |
Scopus Subject Areas
- Software
- Mathematics(all)
User-Defined Keywords
- Convergence rate
- Douglas–Rachford operator splitting method