relation: http://eprints.imtlucca.it/2273/
title: Douglas-Rachford splitting: complexity estimates and accelerated variants
creator: Patrinos, Panagiotis
creator: Stella, Lorenzo
creator: Bemporad, Alberto
subject: QA75 Electronic computers. Computer science
subject: T Technology (General)
description: 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 {\gamma} and to derive an accelerated variant of Douglas-Rachford splitting. 
publisher: ArXiv
date: 2014-07
type: Working Paper
type: NonPeerReviewed
identifier:   Patrinos, Panagiotis and Stella, Lorenzo and Bemporad, Alberto  Douglas-Rachford splitting: complexity estimates and accelerated variants.  Working Paper  # /2014    ArXiv       (Unpublished)   
relation: http://arxiv.org/abs/1407.6723