On the Douglas—Rachford splitting method and the proximal point algorithm for maximal monotone operators
نویسندگان
چکیده
منابع مشابه
On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
This paper shows, by means of a new type of operator called a splitting operator, that the Douglas-Rachford splitting method for finding a zero of the sum of two monotone operators is a special case of the proximal point algorithm. Therefore, applications of Douglas-Rachford splitting, such as the alternating direction method of multipliers for convex programming decomposition, are also special...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1992
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01581204