On the convergence rate of Douglas–Rachford operator splitting method

被引:0
|
作者
Bingsheng He
Xiaoming Yuan
机构
[1] Nanjing University,International Centre of Management Science and Engineering, Department of Mathematics
[2] Hong Kong Baptist University,Department of Mathematics
来源
Mathematical Programming | 2015年 / 153卷
关键词
Douglas–Rachford operator splitting method; Convergence rate; 90C25; 65K10; 65N12;
D O I
暂无
中图分类号
学科分类号
摘要
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.
引用
收藏
页码:715 / 722
页数:7
相关论文
共 50 条
  • [31] Enlarging the domain of attraction and maximising convergence rate for delta operator systems with actuator saturation
    Yang, Hongjiu
    Zhang, Luyang
    Shi, Peng
    Hua, Changchun
    INTERNATIONAL JOURNAL OF CONTROL, 2015, 88 (10) : 2030 - 2043
  • [32] ON THE CONVERGENCE RATE OF THE INEXACT LEVENBERG-MARQUARDT METHOD
    Fan, Jinyan
    Pan, Jianyu
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2011, 7 (01) : 199 - 210
  • [33] Convergence rate of an iterative method for a nonlinear matrix equation
    Guo, CH
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2001, 23 (01) : 295 - 302
  • [34] On convergence rate of the randomized Gauss-Seidel method
    Bai, Zhong-Zhi
    Wang, Lu
    Wu, Wen-Ting
    LINEAR ALGEBRA AND ITS APPLICATIONS, 2021, 611 : 237 - 252
  • [36] On the convergence rate of a parallel nonoverlapping domain decomposition method
    Qin LiZhen
    Shi ZhongCi
    Xu XueJun
    SCIENCE IN CHINA SERIES A-MATHEMATICS, 2008, 51 (08): : 1461 - 1478
  • [37] On the convergence rate of a parallel nonoverlapping domain decomposition method
    Qin LiZhen
    Shi ZhongCi
    Xu XueJun
    Science in China Series A: Mathematics, 2008, 51 : 1461 - 1478
  • [38] F D-method: The exponential rate of convergence
    Makarov V.L.
    Journal of Mathematical Sciences, 2001, 104 (6) : 1648 - 1653
  • [39] The ADMM algorithm for audio signal recovery and performance modification with the dual Douglas-Rachford dynamical system
    Calcan, Andrew
    Lindstrom, Scott B.
    AIMS MATHEMATICS, 2024, 9 (06): : 14640 - 14657
  • [40] Explicit Convergence Rate of a Distributed Alternating Direction Method of Multipliers
    Iutzeler, Franck
    Bianchi, Pascal
    Ciblat, Philippe
    Hachem, Walid
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 61 (04) : 892 - 904