Convergence rates for the relaxed Peaceman-Rachford splitting method on a monotone inclusion problem
DOI10.1007/S10957-022-02136-6OpenAlexW4311129187MaRDI QIDQ2679568FDOQ2679568
Authors: Chee-Khian Sim 
Publication date: 23 January 2023
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-022-02136-6
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convergencerelaxed Peaceman-Rachford splitting methodpointwise convergence rate\(R\)-linear convergence ratemaximal strong monotonicity
Numerical mathematical programming methods (65K05) Convex programming (90C25) Monotone operators and generalizations (47H05) Numerical methods for variational inequalities and related problems (65K15)
Cites Work
- Linear Convergence and Metric Selection for Douglas-Rachford Splitting and ADMM
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- Convex analysis and monotone operator theory in Hilbert spaces
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- Optimal rates of linear convergence of relaxed alternating projections and generalized Douglas-Rachford methods for two subspaces
- On the convergence rate of Douglas-Rachford operator splitting method
- Convergence rate analysis of the forward-Douglas-Rachford splitting scheme
- Tight global linear convergence rate bounds for Douglas-Rachford splitting
- Faster convergence rates of relaxed Peaceman-Rachford and ADMM under regularity assumptions
- Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators
- Conical averagedness and convergence analysis of fixed point algorithms
- Adaptive Douglas-Rachford splitting algorithm for the sum of two operators
Cited In (7)
- Convergence of the Peaceman-Rachford Splitting Method for a Class of Nonconvex Programs
- Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators
- The Glowinski-Le Tallec splitting method revisited: a general convergence and convergence rate analysis
- Over relaxed hybrid proximal extragradient algorithm and its application to several operator splitting methods
- On the convergence rate improvement of a primal-dual splitting algorithm for solving monotone inclusion problems
- On monotone convergence of nonlinear multisplitting relaxation methods
- Convergence analysis of an improved Bregman-type Peaceman-Rachford splitting algorithm for nonconvex nonseparable linearly constrained optimization problems
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