Tight global linear convergence rate bounds for Douglas-Rachford splitting (Q1684840): Difference between revisions

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Property / DOI: 10.1007/s11784-017-0417-1 / rank
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Property / Wikidata QID: Q59612021 / rank
 
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Property / arXiv ID: 1506.01556 / rank
 
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Latest revision as of 03:24, 11 December 2024

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Tight global linear convergence rate bounds for Douglas-Rachford splitting
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    Tight global linear convergence rate bounds for Douglas-Rachford splitting (English)
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    12 December 2017
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    The paper establishes linear convergence rate bounds for Douglas-Rachford splitting for monotone inclusion problems with three sets of assumptions. In the first case, one operator is assumed to be strongly monotone and the other is cocoercive. In the second case, one operator is assumed to be both strongly monotone and Lipschitz continuous. In the third case, one operator is assumed to be both strongly monotone and cocoercive. All rate bounds are shown to be tight.
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    Douglas-Rachford splitting
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    linear convergence
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    monotone operators
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    fixed-point iterations
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    monotone inclusion problems
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