LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Complexity of the relaxed Peaceman–Rachford splitting method for the sum of two maximal strongly monotone operators

Photo by jessebowser from unsplash

This paper considers the relaxed Peaceman–Rachford (PR) splitting method for finding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone… Click to show full abstract

This paper considers the relaxed Peaceman–Rachford (PR) splitting method for finding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone operators. Using general results obtained in the setting of a non-Euclidean hybrid proximal extragradient framework, we extend a previous convergence result on the iterates generated by the relaxed PR splitting method, as well as establish new pointwise and ergodic convergence rate results for the method whenever an associated relaxation parameter is within a certain interval. An example is also discussed to demonstrate that the iterates may not converge when the relaxation parameter is outside this interval.

Keywords: splitting method; relaxed peaceman; peaceman rachford; monotone; sum two; rachford splitting

Journal Title: Computational Optimization and Applications
Year Published: 2018

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.