Authors
S Villa, S Salzo, L Baldassarre, A Verri
Publication date
2013
Journal
SIAM Journal on Optimization
Volume
23
Issue
3
Pages
1607-1633
Description
We propose a convergence analysis of accelerated forward-backward splitting methods for composite function minimization, when the proximity operator is not available in closed form, and can only be computed up to a certain precision. We prove that the convergence rate for the function values can be achieved if the admissible errors are of a certain type and satisfy a sufficiently fast decay condition. Our analysis is based on the machinery of estimate sequences first introduced by Nesterov for the study of accelerated gradient descent algorithms. Furthermore, we give a global complexity analysis, taking into account the cost of computing admissible approximations of the proximal point. An experimental analysis is also presented.
Total citations
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Scholar articles
S Villa, S Salzo, L Baldassarre, A Verri - SIAM Journal on Optimization, 2013