On the convergence rate of Douglas–Rachford operator splitting method

被引：0
|
作者：
Bingsheng He
Xiaoming Yuan
机构：
[1] Nanjing University,International Centre of Management Science and Engineering, Department of Mathematics
[2] Hong Kong Baptist University,Department of Mathematics
来源：
Mathematical Programming | 2015年 / 153卷
关键词：
Douglas–Rachford operator splitting method; Convergence rate; 90C25; 65K10; 65N12;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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页码：715 / 722
页数：7
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