© 2016 Informa UK Limited, trading as Taylor & Francis Group. 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.
Sarmiento, O., Papa Quiroz, E. A., & Oliveira, P. R. (2017). Convergence rate of a proximal multiplier algorithm for separable convex minimization. Optimization, 251-270. https://doi.org/10.1080/02331934.2016.1261138