On the convergence rate of Douglas-Rachford operator splitting method
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Publication:747781
DOI10.1007/s10107-014-0805-xzbMath1327.90211OpenAlexW2050137601MaRDI QIDQ747781
Publication date: 19 October 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-014-0805-x
Convex programming (90C25) Numerical optimization and variational techniques (65K10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)
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Cites Work
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- Monotone (nonlinear) operators in Hilbert space
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
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- Interior projection-like methods for monotone variational inequalities
- On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- On the Convergence of the Proximal Point Algorithm for Convex Minimization
- Monotone Operators and the Proximal Point Algorithm
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Solving monotone inclusions via compositions of nonexpansive averaged operators
- Proximité et dualité dans un espace hilbertien
- Convex analysis and monotone operator theory in Hilbert spaces
- Set-valued analysis
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