Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142517 | Operations Research Letters | 2014 | 6 Pages |
Abstract
We consider the convex composite problem of minimizing the sum of a strongly convex function and a general extended valued convex function. We present a dual-based proximal gradient scheme for solving this problem. We show that although the rate of convergence of the dual objective function sequence converges to the optimal value with the rate O(1/k2)O(1/k2), the rate of convergence of the primal sequence is of the order O(1/k)O(1/k).
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Amir Beck, Marc Teboulle,