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Operator splitting ...
Operator splitting performance estimation : Tight contraction factors and optimal parameter selection
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- RYU, ERNEST K. (författare)
- Seoul National University
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- TAYLOR, ADRIEN B. (författare)
- École Normale Supérieure
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- BERGELING, CAROLINA (författare)
- Lund University,Lunds universitet,Institutionen för reglerteknik,Institutioner vid LTH,Lunds Tekniska Högskola,Department of Automatic Control,Departments at LTH,Faculty of Engineering, LTH
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- GISELSSON, PONTUS (författare)
- Lund University,Lunds universitet,Institutionen för reglerteknik,Institutioner vid LTH,Lunds Tekniska Högskola,Department of Automatic Control,Departments at LTH,Faculty of Engineering, LTH
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(creator_code:org_t)
- 2020
- 2020
- Engelska 21 s.
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Ingår i: SIAM Journal on Optimization. - 1052-6234. ; 30:3, s. 2251-2271
- Relaterad länk:
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http://dx.doi.org/10...
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https://lup.lub.lu.s...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- We propose a methodology for studying the performance of common splitting methods through semidefinite programming. We prove tightness of the methodology and demonstrate its value by presenting two applications of it. First, we use the methodology as a tool for computerassisted proofs to prove tight analytical contraction factors for Douglas-Rachford splitting that are likely too complicated for a human to find bare-handed. Second, we use the methodology as an algorithmic tool to computationally select the optimal splitting method parameters by solving a series of semidefinite programs.
Ämnesord
- NATURVETENSKAP -- Data- och informationsvetenskap -- Datavetenskap (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences -- Computer Sciences (hsv//eng)
Nyckelord
- Computer-aided analyses
- First-order methods
- Monotone operators
- Rates of convergence
- Splitting methods
Publikations- och innehållstyp
- art (ämneskategori)
- ref (ämneskategori)
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