On the convergence rate of a forward-backward type primal-dual splitting algorithm for convex optimization problems
On the convergence rate of a forward-backward type primal-dual splitting algorithm for convex optimization problems
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DOI：
10.1080/02331934.2014.966306
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发表时间：
2015-01-02
期刊：
影响因子：
2.2
通讯作者：
Csetnek, Ernoe Robert
中科院分区：
文献类型：
--
作者：
Bot, Radu Ioan;Csetnek, Ernoe Robert
本文分析了最近文献中提出的一种原始-对偶逼近点算法的目标函数值序列的收敛速度，该算法用于求解以线性组合下卷积、非光滑和光滑凸函数及其Fenchel型对偶函数之和为目标的原始凸优化问题.理论部分通过图像处理中的数值实验来说明。
In this paper, we analyse the convergence rate of the sequence of objective function values of a primal-dual proximal-point algorithm recently introduced in the literature for solving a primal convex optimization problem having as objective the sum of linearly composed infimal convolutions, nonsmooth and smooth convex functions and its Fenchel-type dual one. The theoretical part is illustrated by numerical experiments in image processing.