On the convergence rate of a forward-backward type primal-dual splitting algorithm for convex optimization problems
Authors:
- 24 June 2014
- journal article
- research article
- Published by Taylor & Francis in Optimization
- Vol. 64 (1) , 5-23
Abstract
In this paper, we analyse the convergence rate of the sequence of objective function values of a primal-dual proximal-point algorithm recently introduced in the literature for solving a primal convex optimization problem having as objective the sum of linearly composed infimal convolutions, nonsmooth and smooth convex functions and its Fenchel-type dual one. The theoretical part is illustrated by numerical experiments in image processing.Keywords
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