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On convergence rate of the Douglas-Rachford operator splitting method

Bingsheng He (hebma***at***nju.edu.cn)
Xiaoming Yuan (xmyuan***at***hkbu.edu.hk)

Abstract: This note provides a simple proof on a O(1/k) convergence rate for the Douglas-Rachford operator splitting method where $k$ denotes the iteration counter.

Keywords: Douglas-Rachford operator splitting method, convergence rate

Category 1: Convex and Nonsmooth Optimization

Citation:

Download: [PDF]

Entry Submitted: 12/13/2011
Entry Accepted: 12/13/2011
Entry Last Modified: 02/03/2012

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