Generalized alternating direction method of multipliers: new theoretical insights and applications (Q2516351): Difference between revisions

The authors propose a modification of the generalized alternating direction method suggested by \textit{J. Eckstein} and \textit{D. P. Bertsekas} [Math. Program., Ser. A 55, No. 3, 293--318 (1992; Zbl 0765.90073)] for linearly constrained separable convex optimization problems. The modification consists in adding proximal terms to separate primal auxiliary problems. They show that the modification keeps the usual convergence rates of the previous version. The results of computational experiments are also given.