Modified Fej\'er sequences and applications
Optimization and Control
2015-10-16 v1
Abstract
In this note, we propose and study the notion of modified Fej\'{e}r sequences. Within a Hilbert space setting, we show that 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.
Cite
@article{arxiv.1510.04641,
title = {Modified Fej\'er sequences and applications},
author = {Junhong Lin and Lorenzo Rosasco and Silvia Villa and Ding-Xuan Zhou},
journal= {arXiv preprint arXiv:1510.04641},
year = {2015}
}