TY  - UNPB
A1  - Patrinos, Panagiotis
A1  - Stella, Lorenzo
A1  - Bemporad, Alberto
Y1  - 2014/07//
PB  - ArXiv
EP  - 8
N2  - 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. 
UR  - http://arxiv.org/abs/1407.6723
TI  - Douglas-Rachford splitting: complexity estimates and accelerated variants
ID  - eprints2273
M1  - working_paper
AV  - none
ER  -