Tight linear convergence rate bounds for Douglas-Rachford splitting and ADMM.
Pontus GiselssonPublished in: CDC (2015)
Keyphrases
- convergence rate
- operator splitting
- lower bound
- upper bound
- convex optimization
- alternating direction method of multipliers
- learning rate
- convergence speed
- step size
- worst case
- total variation
- primal dual
- gradient method
- global convergence
- number of iterations required
- denoising
- image processing
- optimal solution
- image denoising
- optic flow