Convergence rate of a proximal multiplier algorithm for separable convex minimization

O. Sarmiento; E. A. Papa Quiroz; P. R. Oliveira

doi:10.1080/02331934.2016.1261138

Convergence rate of a proximal multiplier algorithm for separable convex minimization

O. Sarmiento
, E. A. Papa Quiroz
, P. R. Oliveira

Universidade Federal do Rio de Janeiro
Universidad Nacional Mayor de San Marcos

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

In this paper, we analyse the convergence rate of the proximal algorithm proposed by us in the article [A proximal multiplier method for separable convex minimization. Optimization. 2016; 65:501–537], which has been proposed to solve a separable convex minimization problem. We prove that, under mild assumptions, the primal-dual sequences of the algorithm converge linearly to the optimal solution for a class of proximal distances.

Original language	English
Pages (from-to)	251-270
Number of pages	20
Journal	Optimization
Volume	66
Issue number	2
DOIs	https://doi.org/10.1080/02331934.2016.1261138
State	Published - 1 Feb 2017
Externally published	Yes

Keywords

Proximal multiplier methods
convex functions
linear rate of convergence
proximal distances
separable convex problems

Access to Document

10.1080/02331934.2016.1261138

Cite this

@article{ae918834242f4d43945f647f9ddda839,

title = "Convergence rate of a proximal multiplier algorithm for separable convex minimization",

abstract = "In this paper, we analyse the convergence rate of the proximal algorithm proposed by us in the article [A proximal multiplier method for separable convex minimization. Optimization. 2016; 65:501–537], which has been proposed to solve a separable convex minimization problem. We prove that, under mild assumptions, the primal-dual sequences of the algorithm converge linearly to the optimal solution for a class of proximal distances.",

keywords = "Proximal multiplier methods, convex functions, linear rate of convergence, proximal distances, separable convex problems",

author = "O. Sarmiento and \{Papa Quiroz\}, \{E. A.\} and Oliveira, \{P. R.\}",

note = "Publisher Copyright: {\textcopyright} 2016 Informa UK Limited, trading as Taylor \& Francis Group.",

year = "2017",

month = feb,

day = "1",

doi = "10.1080/02331934.2016.1261138",

language = "English",

volume = "66",

pages = "251--270",

number = "2",

}

TY - JOUR

T1 - Convergence rate of a proximal multiplier algorithm for separable convex minimization

AU - Sarmiento, O.

AU - Papa Quiroz, E. A.

AU - Oliveira, P. R.

PY - 2017/2/1

Y1 - 2017/2/1

N2 - In this paper, we analyse the convergence rate of the proximal algorithm proposed by us in the article [A proximal multiplier method for separable convex minimization. Optimization. 2016; 65:501–537], which has been proposed to solve a separable convex minimization problem. We prove that, under mild assumptions, the primal-dual sequences of the algorithm converge linearly to the optimal solution for a class of proximal distances.

AB - In this paper, we analyse the convergence rate of the proximal algorithm proposed by us in the article [A proximal multiplier method for separable convex minimization. Optimization. 2016; 65:501–537], which has been proposed to solve a separable convex minimization problem. We prove that, under mild assumptions, the primal-dual sequences of the algorithm converge linearly to the optimal solution for a class of proximal distances.

KW - Proximal multiplier methods

KW - convex functions

KW - linear rate of convergence

KW - proximal distances

KW - separable convex problems

UR - https://www.scopus.com/pages/publications/84996553252

U2 - 10.1080/02331934.2016.1261138

DO - 10.1080/02331934.2016.1261138

M3 - Article

AN - SCOPUS:84996553252

SN - 0233-1934

VL - 66

SP - 251

EP - 270

JO - Optimization

JF - Optimization

IS - 2

ER -

Convergence rate of a proximal multiplier algorithm for separable convex minimization

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this