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On the convergence rate of the three ope...
Pedregosa, Fabian...
On the convergence rate of the three operator splitting scheme by Pedregosa, Fabian ( Author )
Australian National University
09-08-2023
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.
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Article
pdf
30.00 KB
English
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MYR 0.01
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http://arxiv.org/abs/1610.07830
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