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Global linear convergence in operator splitting methods

Abstract:

We establish necessary and sufficient conditions for linear convergence of operator splitting methods for a general class of convex optimization problems where the associated fixed-point operator is averaged. Most existing results establishing linear convergence in such methods require restrictive assumptions regarding strong convexity and smoothness of the constituent functions in the optimization problem. However, there are several examples in the literature showing that linear convergence ...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1109/CDC.2016.7798275

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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
Publisher:
Institute of Electrical and Electronics Engineers Publisher's website
Journal:
IEEE Conference on Decision and Control Journal website
Host title:
55th IEEE Conference on Decision and Control
Publication date:
2016-12-01
Acceptance date:
2016-07-23
DOI:
Source identifiers:
640572
Pubs id:
pubs:640572
UUID:
uuid:99d60a52-3856-4b66-8b2d-c69314df27ce
Local pid:
pubs:640572
Deposit date:
2016-08-25

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