Convergence rate of a proximal multiplier algorithm for separable convex minimization |
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| Authors: | O Sarmiento P R Oliveira |
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| Institution: | Systems Engineering and Computer Science Program, COPPE, Federal University of Rio de Janeiro, Rio de Janeiro, Brazil. |
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| 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. |
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| Keywords: | Proximal multiplier methods separable convex problems proximal distances convex functions linear rate of convergence |
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