Abstract
© 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.
Original language | American English |
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Pages (from-to) | 251-270 |
Number of pages | 20 |
Journal | Optimization |
DOIs | |
State | Published - 1 Feb 2017 |