On the convergence rate of the three operator splitting scheme
arXiv:1610.07830v5
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This is an incremental theoretical contribution for researchers in optimization algorithms.
The paper tackles the convergence rate of the three operator splitting scheme for composite optimization, providing an alternative proof for its sublinear convergence rate.
The three operator splitting scheme was recently proposed by [Davis and Yin, 2015] as a method to optimize composite objective functions with one convex smooth term and two convex (possibly non-smooth) terms for which we have access to their proximity operator. In this short note we provide an alternative proof for the sublinear rate of convergence of this method.