%0 Report
%9 Working Paper
%A Patrinos, Panagiotis
%A Stella, Lorenzo
%A Bemporad, Alberto
%D 2014
%F eprints:2273
%I IMT Institute for Advanced Studies Lucca
%N  
%T Douglas-Rachford splitting: complexity estimates and accelerated variants
%U http://eprints.imtlucca.it/2273/
%X 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.