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On the convergence rate of a forward-backward type primal-dual splitting algorithm for convex optimization problems.

Authors :
Boţ, Radu Ioan
Csetnek, Ernö Robert
Source :
Optimization; Jan2015, Vol. 64 Issue 1, p5-23, 19p
Publication Year :
2015

Abstract

In this paper, we analyse the convergence rate of the sequence of objective function values of a primal-dual proximal-point algorithm recently introduced in the literature for solving a primal convex optimization problem having as objective the sum of linearly composed infimal convolutions, nonsmooth and smooth convex functions and its Fenchel-type dual one. The theoretical part is illustrated by numerical experiments in image processing. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02331934
Volume :
64
Issue :
1
Database :
Complementary Index
Journal :
Optimization
Publication Type :
Academic Journal
Accession number :
100100069
Full Text :
https://doi.org/10.1080/02331934.2014.966306