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math.OC2021
Affine invariant convergence rates of the conditional gradient method
Javier Pena
We show that the conditional gradient method for the convex composite problem \[\min_x\{f(x) + Ψ(x)\}\] generates primal and dual iterates with a duality gap converging to zero pro…
math.OC2021
Linear convergence of the Douglas-Rachford algorithm via a generic error bound condition
Javier Peña, Juan C. Vera, Luis F. Zuluaga
We provide new insight into the convergence properties of the Douglas-Rachford algorithm for the problem , where and are convex functions. Our approac…