2015/10/15 by Junhong Lin, Lorenzo Rosasco, Lin, Junhong +5
Computer Science · Mathematics · #65K05 #90C25 #90C52 #Advanced Banach Space Theory #Approximation Theory and Sequence Spaces #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis
paper · pdf · doi:10.48550/arxiv.1510.04641
openalex publication_date 2015/10/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this note, we propose and study the notion of modified Fejér sequences. Within a Hilbert space setting, we show that it provides a unifying framework to prove convergence rates for objective function values of several optimization algorithms. In particular, our results apply to forward-backward splitting algorithm, incremental subgradient proximal algorithm, and the Douglas-Rachford splitting method including and generalizing known results.