On the rate of convergence of the proximal alternating linearized minimization algorithm for convex problems

We analyze the proximal alternating linearized minimization algorithm (PALM) for solving non-smooth convex minimization problems where the objective function is a sum of a smooth convex function and block separable non-smooth extended real-valued convex functions. We prove a global non-asymptotic su...

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Bibliographic Details
Main Authors: Ron Shefi, Marc Teboulle
Format: article
Language:EN
Published: Elsevier 2016
Subjects:
Online Access:https://doaj.org/article/24f455963618473180d6a3a1fc22c476
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