On the convergence rate of the three operator splitting scheme
Machine Learning
2021-06-29 v5 Optimization and Control
Abstract
The three operator splitting scheme was recently proposed by [Davis and Yin, 2015] as a method to optimize composite objective functions with one convex smooth term and two convex (possibly non-smooth) terms for which we have access to their proximity operator. In this short note we provide an alternative proof for the sublinear rate of convergence of this method.
Cite
@article{arxiv.1610.07830,
title = {On the convergence rate of the three operator splitting scheme},
author = {Fabian Pedregosa},
journal= {arXiv preprint arXiv:1610.07830},
year = {2021}
}
Comments
Fixed typo in Lemma 3