Abstract
ABSTRACTRecently, a generalized version of Peaceman–Rachford splitting method (GPRSM) for solving a convex minimization model with a general separable structure has been proposed and its global convergence has been proved by Sun and Liu. In this paper, we establish the worst-case convergence rate for the GPRSM in both the ergodic and a nonergodic senses, then we give some numerical results to demonstrate the convergence rate of the GPRSM.
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