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.
引用
收藏
页码:715 / 722
页数:7
相关论文
共 50 条
  • [31] Douglas-Rachford Splitting Method with Linearization for the Split Feasibility Problem
    Hu, Ziyue
    Dong, Qiaoli
    Tang, Yuchao
    Rassias, Michael Th
    SYMMETRY-BASEL, 2022, 14 (03):
  • [32] An accelerated variance reducing stochastic method with Douglas-Rachford splitting
    Liu, Jingchang
    Xu, Linli
    Shen, Shuheng
    Ling, Qing
    MACHINE LEARNING, 2019, 108 (05) : 859 - 878
  • [33] ANDERSON ACCELERATED DOUGLAS-RACHFORD SPLITTING
    Fu, Anqi
    Zhang, Junzi
    Boyd, Stephen
    SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2020, 42 (06): : A3560 - A3583
  • [34] Local Convergence Properties of Douglas–Rachford and Alternating Direction Method of Multipliers
    Jingwei Liang
    Jalal Fadili
    Gabriel Peyré
    Journal of Optimization Theory and Applications, 2017, 172 : 874 - 913
  • [35] Shadow Douglas–Rachford Splitting for Monotone Inclusions
    Ernö Robert Csetnek
    Yura Malitsky
    Matthew K. Tam
    Applied Mathematics & Optimization, 2019, 80 : 665 - 678
  • [36] Linear convergence of the Douglas-Rachford method for two closed sets
    Phan, Hung M.
    OPTIMIZATION, 2016, 65 (02) : 369 - 385
  • [37] CONVERGENCE ANALYSIS OF THE GENERALIZED DOUGLAS-RACHFORD SPLITTING METHOD UNDER HO spacing diaeresis LDER SUBREGULARITY ASSUMPTIONS
    Zhang, Binbin
    Zhou, Chang
    Zhu, Jiangxing
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2022,
  • [38] On the local convergence of the Douglas-Rachford algorithm
    Bauschke, H. H.
    Noll, D.
    ARCHIV DER MATHEMATIK, 2014, 102 (06) : 589 - 600
  • [39] A note on the Douglas–Rachford splitting method for optimization problems involving hypoconvex functions
    Ke Guo
    Deren Han
    Journal of Global Optimization, 2018, 72 : 431 - 441
  • [40] Circumcentering the Douglas–Rachford method
    Roger Behling
    José Yunier Bello Cruz
    Luiz-Rafael Santos
    Numerical Algorithms, 2018, 78 : 759 - 776