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1. Convergence rate of a proximal multiplier algorithm for separable convex minimization.

Author

Sarmiento, O., Papa Quiroz, E. A., and Oliveira, P. R.

Subjects
*STOCHASTIC convergence, *MULTIPLIERS (Mathematical analysis), *ALGORITHMS, *PROBLEM solving, *MATHEMATICAL sequences
Abstract

In this paper, we analyse the convergence rate of the proximal algorithm proposed by us in the article [A proximal multiplier method for separable convex minimization. Optimization. 2016; 65:501–537], which has been proposed to solve a separable convex minimization problem. We prove that, under mild assumptions, the primal-dual sequences of the algorithm converge linearly to the optimal solution for a class of proximal distances. [ABSTRACT FROM AUTHOR]

Published
2017
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