Moslem Zamani

On the convergence rate of the Douglas-Rachford splitting algorithm

  • Hadi Abbaszadehpeivasti
  • Moslem Zamani
    • Categories Complementarity and Variational Inequalities, Convex Optimization, Nonsmooth Optimization Tags , ,

    This work is concerned with the convergence rate analysis of the Dou- glas–Rachford splitting (DRS) method for finding a zero of the sum of two maximally monotone operators. We obtain an exact rate of convergence for the DRS algorithm and demonstrate its sharpness in the setting of convex feasibility problems. Further- more, we investigate the … Read more

    Exact convergence rate of the last iterate in subgradient methods

  • Moslem Zamani
  • François Glineur
    • Categories Convex Optimization, Nonsmooth Optimization Tags , , , , , , ,

    We study the convergence of the last iterate in subgradient methods applied to the minimization of a nonsmooth convex function with bounded subgradients. We first introduce a proof technique that generalizes the standard analysis of subgradient methods. It is based on tracking the distance between the current iterate and a different reference point at each … Read more