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- Title
Modified Fejér sequences and applications.
- Authors
Lin, Junhong; Rosasco, Lorenzo; Villa, Silvia; Zhou, Ding-Xuan
- Abstract
In this note, we propose and study the notion of modified Fejér sequences. Within a Hilbert space setting, this property has been used to prove ergodic convergence of proximal incremental subgradient methods. Here we show that indeed it provides a unifying framework to prove convergence rates for objective function values of several optimization algorithms. In particular, our results apply to forward-backward splitting algorithm, incremental subgradient proximal algorithm, and the Douglas-Rachford splitting method including and generalizing known results.
- Subjects
MATHEMATICAL sequences; STOCHASTIC convergence; HILBERT space; ERGODIC theory; MATHEMATICAL optimization; MATHEMATICAL functions
- Publication
Computational Optimization & Applications, 2018, Vol 71, Issue 1, p95
- ISSN
0926-6003
- Publication type
Article
- DOI
10.1007/s10589-017-9962-1