eprintid: 2971
rev_number: 7
eprint_status: archive
userid: 69
dir: disk0/00/00/29/71
datestamp: 2015-12-11 11:32:13
lastmod: 2015-12-11 11:32:13
status_changed: 2015-12-11 11:32:13
type: conference_item
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: pub
subjects: QA
subjects: QA75
divisions: CSA
full_text_status: none
pres_type: paper
keywords: computational complexity;convergence;convex programming;gradient methods;DRE;DRS;Douglas-Rachford envelope;Douglas-Rachford splitting method;accelerated variants;complexity estimates;continuously differentiable function;convergence properties;convex composite optimization problems;scaled gradient method;smooth unconstrained optimization;Acceleration;Complexity theory;Convergence;Convex functions;Gradient methods;Radio frequency
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. 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.
date: 2014-12
date_type: published
publisher: IEEE
pagerange: 4234-4239
event_title: IEEE 53rd Annual Conference on Decision and Control (CDC), 2014
event_location: Los Angeles, CA
event_dates: 15-17 December, 2014
event_type: conference
id_number: 10.1109/CDC.2014.7040049
refereed: TRUE
isbn: 978-1-4799-7746-8
book_title: IEEE 53rd Annual Conference on Decision and Control (CDC), 2014
official_url: http://dx.doi.org/10.1109/CDC.2014.7040049
citation:   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)