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 |
|---|---|
| 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 |
User-Defined Keywords
- Convergence rate
- Douglas–Rachford operator splitting method