Convergence Analysis of the Relaxed Proximal Point Algorithm

Min Li and Yanfei You

Abstract and Applied Analysis, 2013, vol. 2013, 1-6

Abstract:

Recently, a worst-case convergence rate was established for the Douglas-Rachford alternating direction method of multipliers (ADMM) in an ergodic sense. The relaxed proximal point algorithm (PPA) is a generalization of the original PPA which includes the Douglas-Rachford ADMM as a special case. In this paper, we provide a simple proof for the same convergence rate of the relaxed PPA in both ergodic and nonergodic senses.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:912846

DOI: 10.1155/2013/912846

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