Operator splitting performance estimation: Tight contraction factors and optimal parameter selection

ERNEST K. RYU, ADRIEN B. TAYLOR, CAROLINA BERGELING, PONTUS GISELSSON

Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskriftPeer review

Sammanfattning

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.

Originalspråkengelska
Sidor (från-till)2251-2271
Antal sidor21
TidskriftSIAM Journal on Optimization
Volym30
Nummer3
DOI
StatusPublished - 2020

Ämnesklassifikation (UKÄ)

  • Datavetenskap (datalogi)

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