eprintid: 2273
rev_number: 9
eprint_status: archive
userid: 6
dir: disk0/00/00/22/73
datestamp: 2014-09-02 09:44:03
lastmod: 2014-09-02 09:44:03
status_changed: 2014-09-02 09:44:03
type: monograph
metadata_visibility: show
creators_name: Patrinos, Panagiotis
creators_name: Stella, Lorenzo
creators_name: Bemporad, Alberto
creators_id: panagiotis.patrinos@imtlucca.it
creators_id: lorenzo.stella@imtlucca.it
creators_id: alberto.bemporad@imtlucca.it
title: Douglas-Rachford splitting: complexity estimates and accelerated variants
ispublished: unpub
subjects: QA75
subjects: T1
divisions: CSA
full_text_status: none
monograph_type: working_paper
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 {\gamma} and to derive an accelerated variant of Douglas-Rachford splitting. 
date: 2014-07
number:  
publisher: ArXiv
pages: 8
institution: IMT Institute for Advanced Studies Lucca
official_url: http://arxiv.org/abs/1407.6723
citation:   Patrinos, Panagiotis and Stella, Lorenzo and Bemporad, Alberto  Douglas-Rachford splitting: complexity estimates and accelerated variants.  Working Paper  # /2014    ArXiv       (Unpublished)