- 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 ...
Expand abstract - Publication status:
- Published
- Peer review status:
- Peer reviewed
- Files:
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(pdf, 642.9KB)
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- Publisher copy:
- 10.1109/CDC.2016.7798275
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- Publisher:
- Institute of Electrical and Electronics Engineers Publisher's website
- Publication date:
- 2016-12-05
- Acceptance date:
- 2016-07-23
- DOI:
- Pubs id:
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pubs:640572
- URN:
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uri:99d60a52-3856-4b66-8b2d-c69314df27ce
- UUID:
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uuid:99d60a52-3856-4b66-8b2d-c69314df27ce
- Local pid:
- pubs:640572
- Copyright holder:
- Institute of Electrical and Electronics Engineers
- Copyright date:
- 2016
- Notes:
- ©2016 IEEE
Conference item
Global linear convergence in operator splitting methods
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