SIAM Journal on Numerical Analysis· 2012Q1
On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
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- Q1SCImago
- 2012year
Short summary
This note provides a simple approach to estimate the $O(1/n)$ convergence rate of the Douglas–Rachford ADM scheme, also discussing its linearized version (split inexact Uzawa method).
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