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