June 13, 2018, 9:00 AM - 9:30 AM
96 Frelinghuysen Road
Piscataway, NJ 08854
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Maicon Alves, Federal University of Santa Catarina
We propose and study the iteration complexity of a parallel version of the forward-backward (proximal gradient) splitting method for minimizing a (possibly) large sum of convex functions with many smooth and nonsmooth terms. We obtain pointwise (nonergodic) as well as ergodic nonasymptotic convergence rates by embedding the proposed method within the partial inverse framework of Spingarn.