Convergence analysis of the Peaceman-Rachford splitting method for nonsmooth convex optimization

Abstract

In this paper, we focus on the convergence analysis for the application of the PeacemanRachford splitting method to a convex minimization model whose objective function is the sum of a smooth and nonsmooth convex functions. The sublinear convergence rate in term of the worst-case O(1/t) iteration complexity is established if the gradient of the smooth… (More)

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Cite this paper

@inproceedings{Han2013ConvergenceAO, title={Convergence analysis of the Peaceman-Rachford splitting method for nonsmooth convex optimization}, author={Deren Han and Xiaoming Yuan}, year={2013} }