Convergence Analysis of the Relaxed Proximal Point Algorithm
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-06-25
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
Recently, a worst-case O(1/t) convergence rate was established for the Douglas-Rachford alternating direction method of multipliers (ADMM) in an ergodic sense.
The relaxed proximal point algorithm (PPA) is a generalization of the original PPA which includes the Douglas-Rachford ADMM as a special case.
In this paper, we provide a simple proof for the same convergence rate of the relaxed PPA in both ergodic and nonergodic senses.
American Psychological Association (APA)
Li, Min& You, Yanfei. 2013. Convergence Analysis of the Relaxed Proximal Point Algorithm. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-507543
Modern Language Association (MLA)
Li, Min& You, Yanfei. Convergence Analysis of the Relaxed Proximal Point Algorithm. Abstract and Applied Analysis No. 2013 (2013), pp.1-6.
https://search.emarefa.net/detail/BIM-507543
American Medical Association (AMA)
Li, Min& You, Yanfei. Convergence Analysis of the Relaxed Proximal Point Algorithm. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-507543
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-507543
