Modified Fejér sequences and applications
In this note, we propose and study the notion of modified Fejér sequences. Within a Hilbert space setting, this property has been used to prove ergodic convergence of proximal incremental subgradient methods. Here we show that indeed it provides a unifying framework to prove convergence rates for ob...
| Main Authors: | , , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer US
2018
|
| Online Access: | http://hdl.handle.net/1721.1/117359 https://orcid.org/0000-0001-6376-4786 |
| Summary: | In this note, we propose and study the notion of modified Fejér sequences. Within a Hilbert space setting, this property has been used to prove ergodic convergence of proximal incremental subgradient methods. Here we show that indeed it provides a unifying framework to prove convergence rates for objective function values of several optimization algorithms. In particular, our results apply to forward–backward splitting algorithm, incremental subgradient proximal algorithm, and the Douglas–Rachford splitting method including and generalizing known results. |
|---|