Accelerated and Inexact Forward-Backward Algorithms

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 $1/k^2$ convergence rate for the function values...

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Bibliographic Details

Published in:	SIAM journal on optimization Vol. 23; no. 3; pp. 1607 - 1633
Main Authors:	Villa, Silvia, Salzo, Saverio, Baldassarre, Luca, Verri, Alessandro
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2013
Subjects:	Algorithms Approximation Computing costs Convergence Cost analysis Estimates Exact solutions Laboratories Machine learning Mathematical analysis Optimization
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
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