On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators

Eckstein, Jonathan.; Bertsekas, Dimitri P.; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.

Date: 2013-06-05

by Jonathan Eckstein, Dimitri P. Bertsekas.

Cover title. "This paper consists mainly of dissertation research results of the first author."--Cover.

Includes bibliographical references (p. 31-34).

Research supported in part by the Army Research Office. DAAL03-86-K-0171 Research supported in part by the National Science Foundation. ECS-8519058

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