Convergence Analysis of Douglas--Rachford Splitting Method for “Strongly + Weakly” Convex Programming

DOI10.1137/16M1078604zbMath1368.47038MaRDI QIDQ5275290

Deren Han, Ke Guo, Xiao-Ming Yuan

Publication date: 11 July 2017

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

convergenceconvergence rateDouglas-Rachford splitting methodrate of asymptotic regularityFejér monotoneweakly convex penalty

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52) Monotone operators and generalizations (47H05)

Related Items (24)

A note on the Douglas-Rachford splitting method for optimization problems involving hypoconvex functions ⋮ A survey on some recent developments of alternating direction method of multipliers ⋮ On compositions of special cases of Lipschitz continuous operators ⋮ Asymptotic behaviour of a nonautonomous evolution equation governed by a quasi-nonexpansive operator ⋮ The springback penalty for robust signal recovery ⋮ An envelope for Davis-Yin splitting and strict saddle-point avoidance ⋮ A generalization of linearized alternating direction method of multipliers for solving two-block separable convex programming ⋮ A continuous dynamical splitting method for solving ‘strongly+weakly’ convex programming problems ⋮ On Proximal Algorithms with Inertial Effects Beyond Monotonicity ⋮ A linearized Peaceman-Rachford splitting method for structured convex optimization with application to stable principal component pursuit ⋮ A general truncated regularization framework for contrast-preserving variational signal and image restoration: motivation and implementation ⋮ Convergence analysis of the generalized splitting methods for a class of nonconvex optimization problems ⋮ A second-order adaptive Douglas-Rachford dynamic method for maximal \(\alpha\)-monotone operators ⋮ An ADMM-based location-allocation algorithm for nonconvex constrained multi-source Weber problem under gauge ⋮ A fundamental proof of convergence of alternating direction method of multipliers for weakly convex optimization ⋮ ADMM-type methods for generalized multi-facility Weber problem ⋮ Adaptive Douglas--Rachford Splitting Algorithm for the Sum of Two Operators ⋮ A Peaceman-Rachford splitting method with monotone plus skew-symmetric splitting for nonlinear saddle point problems ⋮ A Three-Operator Splitting Algorithm for Nonconvex Sparsity Regularization ⋮ An adaptive alternating direction method of multipliers ⋮ Adaptive Douglas--Rachford Splitting Algorithm from a Yosida Approximation Standpoint ⋮ Convergence of an Inertial Shadow Douglas-Rachford Splitting Algorithm for Monotone Inclusions ⋮ A unified Douglas-Rachford algorithm for generalized DC programming ⋮ Conical averagedness and convergence analysis of fixed point algorithms

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