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research article

Accelerated And Inexact Forward-Backward Algorithms

Villa, Silvia
•
Salzo, Saverio
•
Baldassarre, Luca  
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2013
Siam Journal On Optimization

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 can be achieved if the admissible errors are of a certain type and satisfy a sufficiently fast decay condition. Our analysis is based on the machinery of estimate sequences first introduced by Nesterov for the study of accelerated gradient descent algorithms. Furthermore, we give a global complexity analysis, taking into account the cost of computing admissible approximations of the proximal point. An experimental analysis is also presented.

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Type
research article
DOI
10.1137/110844805
Web of Science ID

WOS:000325094000010

Author(s)
Villa, Silvia
Salzo, Saverio
Baldassarre, Luca  
Verri, Alessandro
Date Issued

2013

Publisher

Siam Publications

Published in
Siam Journal On Optimization
Volume

23

Issue

3

Start page

1607

End page

1633

Subjects

convex optimization

•

accelerated forward-backward splitting

•

inexact proximity operator

•

estimate sequences

•

total variation

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LIONS  
Available on Infoscience
December 9, 2013
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/97561
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