Convergence rate of a proximal multiplier algorithm for separable convex minimization. (1st February 2017)

• Record Type: Journal Article
• Authors: Sarmiento, O.; Papa Quiroz, E. A.; Oliveira, P. R.
• Is Part Of: Optimization. Volume 66:Number 2(2017)
• Page Start: 251
• Page End: 270
• Publication Date: 2017-02-01
• Subjects: Proximal multiplier methods -- separable convex problems -- proximal distances -- convex functions -- linear rate of convergence; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2016.1261138
• Languages: English
• ISSNs: 0233-1934

Abstract

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.