Convergence rates of Forward-Douglas-Rachford splitting method
Over the past years, operator splitting methods have become ubiquitous for non-smooth optimization owing to their simplicity and efficiency. In this paper, we consider the Forward–Douglas–Rachford splitting method (FDR) [10, 40], and study both global and local convergence rates of this method. For the global rate, we establish an o(1/k) convergence rate in terms of … Read more