Rate of convergence analysis of dual-based variables decomposition methods for strongly convex problems

نویسندگان

  • Amir Beck
  • Luba Tetruashvili
  • Yakov Vaisbourd
  • Ariel Shemtov
چکیده

We consider the problem of minimizing the sum of a strongly convex function and a term comprising the sum of extended real-valued proper closed convex functions. We derive the primal representation of dual-based block descentmethods and establish a relation between primal and dual rates of convergence, allowing to compute the efficiency estimates of different methods. We illustrate the effectiveness of the methods by numerical experiments on total variation-based denoising problems. © 2015 Elsevier B.V. All rights reserved.

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عنوان ژورنال:
  • Oper. Res. Lett.

دوره 44  شماره 

صفحات  -

تاریخ انتشار 2016