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2013 Convergence Analysis of the Relaxed Proximal Point Algorithm
Min Li, Yanfei You
Abstr. Appl. Anal. 2013(SI54): 1-6 (2013). DOI: 10.1155/2013/912846

Abstract

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.

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Min Li. Yanfei You. "Convergence Analysis of the Relaxed Proximal Point Algorithm." Abstr. Appl. Anal. 2013 (SI54) 1 - 6, 2013. https://doi.org/10.1155/2013/912846

Information

Published: 2013
First available in Project Euclid: 26 February 2014

zbMATH: 07095484
MathSciNet: MR3073443
Digital Object Identifier: 10.1155/2013/912846

Rights: Copyright © 2013 Hindawi

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Vol.2013 • No. SI54 • 2013
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