Lecture 20 : Splitting Algorithms

نویسنده

  • Juho Kim
چکیده

In this lecture, we discuss splitting algorithms for convex minimization problems with objective given by the sum of two nonsmooth functions. We start with the fixed point property of such problems and derive a general scheme of splitting algorithm based on fixed point iteration. This covers Douglas-Rachford splitting and Peaceman-Rachford splitting algorithms. We also discuss the convergence rate of the KM algorithm for general fixed point problem.

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تاریخ انتشار 2016