relation: http://eprints.imtlucca.it/2971/
title: Douglas-rachford splitting: Complexity estimates and accelerated variants
creator: Patrinos, Panagiotis
creator: Stella, Lorenzo
creator: Bemporad, Alberto
subject: QA Mathematics
subject: QA75 Electronic computers. Computer science
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. By proving the equivalence between the Douglas-Rachford splitting method and a scaled gradient method applied to the DRE, results from smooth unconstrained optimization are employed to analyze convergence properties of DRS, to tune the method and to derive an accelerated version of it.
publisher: IEEE
date: 2014-12
type: Conference or Workshop Item
type: PeerReviewed
identifier:   Patrinos, Panagiotis and Stella, Lorenzo and Bemporad, Alberto  Douglas-rachford splitting: Complexity estimates and accelerated variants.  In: IEEE 53rd Annual Conference on Decision and Control (CDC), 2014, 15-17 December, 2014, Los Angeles, CA pp. 4234-4239.  ISBN 978-1-4799-7746-8.      (2014)  
relation: http://dx.doi.org/10.1109/CDC.2014.7040049
relation: 10.1109/CDC.2014.7040049