Conference item
Global linear convergence in operator splitting methods
- Abstract:
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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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- Files:
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(Accepted manuscript, pdf, 642.9KB)
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- Publisher copy:
- 10.1109/CDC.2016.7798275
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Funding
Bibliographic Details
- 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:
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640572
Item Description
- Pubs id:
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pubs:640572
- UUID:
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uuid:99d60a52-3856-4b66-8b2d-c69314df27ce
- Local pid:
- pubs:640572
- Deposit date:
- 2016-08-25
Terms of use
- Copyright holder:
- Institute of Electrical and Electronics Engineers
- Copyright date:
- 2016
- Notes:
- ©2016 IEEE
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