The Chen-Teboulle algorithm is the proximal point algorithm
arXiv:1908.03633
summary
The paper reexamines the Chen‑Teboulle algorithm in light of recent developments and demonstrates that it can be interpreted as a proximal point method, leading to an improved bound on its step‑size parameter.
Abstract
We revisit the Chen-Teboulle algorithm using recent insights and show that this allows a better bound on the step-size parameter.
Technical Report, 4 pages
Topics & keywords
#proximal point algorithm#chen-teboulle algorithm#step-size analysis#algorithmic convergence#convex optimizationproximal pointChen‑Teboullestep-size boundconvex optimizationalgorithmic reformulation