Convergence study on the logarithmic-quadratic proximal regularization of strictly contractive Peaceman-Rachford splitting method with larger step-size
Time: 2019-08-31 15:21:31
China West Normal University
Recently, a strictly contractive Peaceman-Rachford splitting method with logarithmic-quadratic proximal regularization (SPRSM-LQP) was proposed for solving two-block separable convex minimization model. In practical applications, however, the smaller step-size should be strongly avoided. So we actually have the desire of seeking larger step-size whenever possible in order to accelerate the numerical performance. In this paper, we combine Fortin and Glowinski's accelerating techniques with the SPRSM-LQP. Thus a new algorithm with larger step-size is proposed. Under the same assumptions as the SPRSM-LQP, we establish the global convergence of its larger step-size counterpart.