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Equivalent resolvents of Douglas-Rachford splitting and other operator splitting algorithms: a unified degenerate proximal point analysis.

Authors :
Xue, Feng
Source :
Optimization. Aug2024, Vol. 73 Issue 8, p2657-2690. 34p.
Publication Year :
2024

Abstract

We introduce a generalized proximal point algorithm, and perform a detailed convergence analysis with the focus on the case of degenerate metric. The degeneracy leads to a well-defined resolvent form restricted to a reduced dimensional space. This approach unifies the algorithmic structures of Douglas-Rachford splitting and other related operator splitting schemes. Various aspects of these algorithms, in particular, the convergence of Douglas-Rachford splitting in terms of the solution itself and Chambolle-Pock algorithm under the limit setting, are investigated or revisited by the unified degenerate proximal point analysis. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*ALGORITHMS

Details

Language :
English
ISSN :
02331934
Volume :
73
Issue :
8
Database :
Academic Search Index
Journal :
Optimization
Publication Type :
Academic Journal
Accession number :
178808344
Full Text :
https://doi.org/10.1080/02331934.2023.2231005