Convergence rates of Forward--Douglas--Rachford splitting method
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Over the past years, operator splitting methods have become ubiquitous for non-smooth optimization owing to their simplicity and efficiency. In this paper, we consider the Forward--Douglas--Rachford splitting method (FDR) [10,40], and study both global and local convergence rates of this method. For the global rate, we establish an
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1573-2878
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Engineering and Physical Sciences Research Council (EP/M00483X/1)