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We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems.
On the numerical solution of heat conduction problems in two and three space variables
J. Douglas, Jr. and H. H. Rachford, Jr · 1956
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Mmonotone (nonlinear) operators in hilbert space
G. J. Minty · 1962
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Fonctions convexes duales et points proximaux dans un espace hilbertien
J.-J. Moreau · 1962
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Proximité et dualité dans un espace hilbertien
J.-J. Moreau · 1965
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On the schur complement
E. V. Haynsworth · 1968
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Multiplier and gradient methods
M. R. Hestenes · 1969
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A method for nonlinear constraints in minimization problems
M. J. D. Powell · 1969
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Régularisation d’inéquations variationnelles par approximations successives
B. Martinet · 1970
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Détermination approchée d’un point fixe d’une application pseudo-contractante. Cas de l’application prox
B. Martinet · 1972
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Augmented Lagrangians and applications of the proximal point algorithm in convex programming
R. T. Rockafellar · 1976
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Monotone operators and the proximal point algorithm
R. T. Rockafellar · 1976
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Produits infinis de résolvantes
H. Brézis and P.-L. Lions · 1978
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Splitting algorithms for the sum of two nonlinear operators
P.-L. Lions and B. Mercier · 1979
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A method for solving the convex programming problem with convergence rate O ( 1 / k 2 ) O(1/k^{2})
Y. E. Nesterov · 1983
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On the convergence of the proximal point algorithm for convex minimization
O. Güler · 1991
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On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
J. Eckstein and D. P. Bertsekas · 1992
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New proximal point algorithms for convex minimization
O. Güler · 1992
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Using SeDuMi 1.02, a MATLAB toolbox for optimization over symmetric cones
J. F. Sturm · 1999
Convex analysis and monotone operator theory in Hilbert spaces
H. H. Bauschke and P. L. Combettes · 2017
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Faster convergence rates of relaxed Peaceman-Rachford and ADMM under regularity assumptions
D. Davis and W. Yin · 2017
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On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions
E. de Klerk, F. Glineur, and A. B. Taylor · 2017
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On the convergence analysis of the optimized gradient method
D. Kim and J. A. Fessler · 2017
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Exact worst-case performance of first-order methods for composite convex optimization
A. B. Taylor, J. M. Hendrickx, and F. Glineur · 2017
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Smooth strongly convex interpolation and exact worst-case performance of first-order methods
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A fast iterative shrinkage-thresholding algorithm for linear inverse problems
A. Beck and M. Teboulle · 2009
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Performance of first-order methods for smooth convex minimization: a novel approach
Y. Drori and M. Teboulle · 2014
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On the convergence rate of Douglas-Rachford operator splitting method
B. He and X. Yuan · 2015
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Convergence rate analysis of several splitting schemes
D. Davis and W. Yin · 2016
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An optimal variant of Kelley’s cutting-plane method
Y. Drori and M. Teboulle · 2016
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Optimized first-order methods for smooth convex minimization
D. Kim and J. A. Fessler · 2016
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A. B. Taylor, J. M. Hendrickx, and F. Glineur · 2017
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Another look at the fast iterative shrinkage/thresholding algorithm (FISTA)
D. Kim and J. A. Fessler · 2018
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Generalizing the optimized gradient method for smooth convex minimization
D. Kim and J. A. Fessler · 2018
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D. Kim and J. A. Fessler · 2018
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Operator splitting performance estimation: Tight contraction factors and optimal parameter selection
E. K. Ryu, A. B. Taylor, C. Bergeling, and P. Giselsson · 2018
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Exact worst-case convergence rates of the proximal gradient method for composite convex minimization
A. B. Taylor, J. M. Hendrickx, and F. Glineur · 2018
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Accelerated proximal point method for maximally monotone operators
D. Kim · 2019
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