Abdellah Bnouhachem, Michael Th. Rassias, A Bregman proximal Peaceman-Rachford splitting method for convex programming

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DOI: 10.23952/asvao.4.2022.2.01
Volume 4, Issue 2, 1 August 2022, Pages 129-143

Abstract. In this paper, based on the Bregman distance and the proximal Peaceman-Rachford splitting method (PRSM), we propose a Bregman proximal Peaceman-Rachford splitting method for solving a separable convex minimization model. We establish the relationship between two parameters under which we prove the global convergence of the algorithm. The $O(1/t)$ convergence rate of the proposed method in the ergodic sense is also studied. Preliminary numerical experiments are included to illustrate the advantage and efficiency of the proposed method.

How to Cite this Article:
Abdellah Bnouhachem, Michael Th. Rassias, A Bregman proximal Peaceman-Rachford splitting method for convex programming, Appl. Set-Valued Anal. Optim. 4 (2022), 129-143.