@unpublished{eprints2273, title = {Douglas-Rachford splitting: complexity estimates and accelerated variants}, type = {Working Paper}, year = {2014}, author = {Panagiotis Patrinos and Lorenzo Stella and Alberto Bemporad}, institution = {IMT Institute for Advanced Studies Lucca}, publisher = {ArXiv}, month = {July}, abstract = {We propose a new approach for analyzing convergence of the Douglas-Rachford splitting method for solving convex composite optimization problems. The approach is based on a continuously differentiable function, the Douglas-Rachford Envelope (DRE), whose stationary points correspond to the solutions of the original (possibly nonsmooth) problem. The Douglas-Rachford splitting method is shown to be equivalent to a scaled gradient method on the DRE, and so results from smooth unconstrained optimization are employed to analyze its convergence and optimally choose parameter \{{$\backslash$}gamma\} and to derive an accelerated variant of Douglas-Rachford splitting. }, url = {http://eprints.imtlucca.it/2273/} }