The Chen-Teboulle algorithm is the proximal point algorithm
Optimization and Control
2019-08-13 v1
Authors:
Stephen Becker
Abstract
We revisit the Chen-Teboulle algorithm using recent insights and show that this allows a better bound on the step-size parameter.
Cite
@article{arxiv.1908.03633,
title = {The Chen-Teboulle algorithm is the proximal point algorithm},
author = {Stephen Becker},
journal= {arXiv preprint arXiv:1908.03633},
year = {2019}
}
Comments
Technical Report, 4 pages
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