Accelerating convergence of a class of splitting algorithms with iterative foldings (Q2390719)
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English | Accelerating convergence of a class of splitting algorithms with iterative foldings |
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Accelerating convergence of a class of splitting algorithms with iterative foldings (English)
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3 August 2009
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The authors analyze the asymptotic convergence properties of one class of splitting algorithms. The concept of proto-differentiability is defined and some of its properties are proved. A general case of the splitting algorithms, in which the subdifferential operators are proto-differentiable is investigated. New convergence bounds are derived and a geometric interpretation of the algorithms is given. A convergence acceleration of the considered algorithms is discussed. Numerical results confirming good convergence properties of the algorithms are presented in the last section of the paper.
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operator splitting
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proto-differentiability
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proximal decomposition
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algorithms
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convergence acceleration
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numerical results
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