Robust Convergence Analysis of Three-Operator Splitting

24 Oct 2019 Wang Han Fazlyab Mahyar Chen Shaoru Preciado Victor M.

Operator splitting methods solve composite optimization problems by breaking them into smaller sub-problems that can be solved sequentially or in parallel. In this paper, we propose a unified framework for certifying both linear and sublinear convergence rates for three-operator splitting (TOS) method under a variety of assumptions about the objective function... (read more)

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