Details

Autor(en) / Beteiligte

• He, Bingsheng
• Yuan, Xiaoming

Titel

On the convergence rate of Douglas–Rachford operator splitting method

Ist Teil von

• Mathematical programming, 2015-11, Vol.153 (2), p.715-722

Ort / Verlag

Berlin/Heidelberg: Springer Berlin Heidelberg

Erscheinungsjahr

2015

Quelle

EBSCOhost Business Source Ultimate

Beschreibungen/Notizen

• This note provides a simple proof of a worst-case convergence rate measured by the iteration complexity for the Douglas–Rachford operator splitting method for finding a root of the sum of two maximal monotone set-valued operators. The accuracy of an iterate to the solution set is measured by the residual of a characterization of the original problem, which is different from conventional measures such as the distance to the solution set.