Douglas-Rachford splitting for the sum of a Lipschitz continuous and a strongly monotone operator

DOI10.1007/s10957-019-01517-8OpenAlexW2942436572WikidataQ127963156 ScholiaQ127963156MaRDI QIDQ2275277

Walaa M. Moursi, Lieven Vandenberghe

Publication date: 2 October 2019

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.09396

zbMATH Keywords

linear convergencestrongly monotone operatorDouglas-Rachford algorithmstrongly convex functionskew-symmetric operatorLipschitz continuous mapping

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods involving duality (49M29) Monotone operators and generalizations (47H05) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Duality theory (optimization) (49N15) Decomposition methods (49M27)

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Uses Software

• Mathematica

Cites Work

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