Convergence Rate Analysis of Primal-Dual Splitting Schemes
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Publication:2949517
DOI10.1137/151003076zbMath1323.47069arXiv1408.4419OpenAlexW1768854696MaRDI 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
Numerical mathematical programming methods (65K05) Convex programming (90C25) Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25) Numerical methods for variational inequalities and related problems (65K15) Variational and other types of inclusions (47J22)
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