Convergence Rate Analysis of Primal-Dual Splitting Schemes
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Publication:2949517
DOI10.1137/151003076zbMath1323.47069arXiv1408.4419MaRDI QIDQ2949517
Publication date: 1 October 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.4419
convergence ratesproximal point algorithmDouglas-Rachford splittingforward-backward splittingnonexpansive operatorprimal-dual algorithmsfixed-point algorithmaveraged operatorPeaceman-Rachford splittingforward-backward-forward splitting
65K05: Numerical mathematical programming methods
90C25: Convex programming
47H05: Monotone operators and generalizations
47J25: Iterative procedures involving nonlinear operators
65K15: Numerical methods for variational inequalities and related problems
47J22: Variational and other types of inclusions
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