On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators

DOI10.1007/BF01581204zbMath0765.90073WikidataQ56568525 ScholiaQ56568525MaRDI QIDQ1198734

Jonathan Eckstein, Dimitri P. Bertsekas

Publication date: 16 January 1993

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

decompositionalternating direction methodproximal point algorithmDouglas-Rachford splitting methodsum of two monotone operators

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods involving duality (49M29) Variational inequalities (49J40) Monotone operators and generalizations (47H05) Programming in abstract spaces (90C48) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (only showing first 100 items - show all)

Data parallel computing for network-structured optimization problems ⋮ Tensor train rank minimization with hybrid smoothness regularization for visual data recovery ⋮ Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization ⋮ A proximal-based deomposition method for compositions method for convex minimization problems ⋮ Convergence analysis on a modified generalized alternating direction method of multipliers ⋮ Strong convergence theorems for a class of split feasibility problems and fixed point problem in Hilbert spaces ⋮ Local R-linear convergence of ADMM-based algorithm for \(\ell_1\)-norm minimization with linear and box constraints ⋮ On the minimal displacement vector of compositions and convex combinations of nonexpansive mappings ⋮ Alternating direction method of multipliers with variable metric indefinite proximal terms for convex optimization ⋮ A parallel Gauss-Seidel method for convex problems with separable structure ⋮ Randomized progressive hedging methods for multi-stage stochastic programming ⋮ Nonsmoothness in machine learning: specific structure, proximal identification, and applications ⋮ New inertial factors of the Krasnosel'skiĭ-Mann iteration ⋮ Linearized symmetric multi-block ADMM with indefinite proximal regularization and optimal proximal parameter ⋮ Accelerated proximal algorithms with a correction term for monotone inclusions ⋮ A note on the Douglas-Rachford splitting method for optimization problems involving hypoconvex functions ⋮ Decomposition approaches for constrained spatial auction market problems ⋮ Coincidence points by generalized Mann iterates with applications in Hilbert spaces ⋮ A new inertial-type hybrid projection-proximal algorithm for monotone inclusions ⋮ Alternating direction method for generalized Sylvester matrix equation \(AXB + CYD = E\) ⋮ Combined relaxation method for mixed equilibrium problems ⋮ Speckle noise removal in ultrasound images by first- and second-order total variation ⋮ Monotone operator theory in convex optimization ⋮ Conditioning and regularization of nonsymmetric operators ⋮ Spatially dependent regularization parameter selection for total generalized variation-based image denoising ⋮ Decomposition methods in stochastic programming ⋮ Sparse approximate solution of fitting surface to scattered points by MLASSO model ⋮ Finding a zero of the sum of two maximal monotone operators ⋮ Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM ⋮ Alternating direction method of multipliers for separable convex optimization of real functions in complex variables ⋮ Global convergence of unmodified 3-block ADMM for a class of convex minimization problems ⋮ On the information-adaptive variants of the ADMM: an iteration complexity perspective ⋮ A regularized semi-smooth Newton method with projection steps for composite convex programs ⋮ Approximating iterations for nonexpansive and maximal monotone operators ⋮ On the complexity of the projective splitting and Spingarn's methods for the sum of two maximal monotone operators ⋮ Precompact convergence of the nonconvex primal-dual hybrid gradient algorithm ⋮ Proximal point algorithms and generalized nonlinear variational problems ⋮ General variational inclusions in \(L^{p}\) spaces ⋮ Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations ⋮ On the sublinear convergence rate of multi-block ADMM ⋮ On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities ⋮ An inertial forward-backward algorithm for monotone inclusions ⋮ Preconditioned Douglas-Rachford algorithms for TV- and TGV-regularized variational imaging problems ⋮ Alternating direction augmented Lagrangian methods for semidefinite programming ⋮ An augmented Lagrangian-based parallel splitting method for a one-leader-two-follower game ⋮ Split Bregman method for large scale fused Lasso ⋮ Restoration of images based on subspace optimization accelerating augmented Lagrangian approach ⋮ Alternating split Bregman method for the bilaterally constrained image deblurring problem ⋮ Generalized transfer subspace learning through low-rank constraint ⋮ Fast minimization methods for solving constrained total-variation superresolution image reconstruction ⋮ New decomposition methods for solving variational inequality problems. ⋮ A unified primal-dual algorithm framework based on Bregman iteration ⋮ Alternating direction method for bi-quadratic programming ⋮ On the convergence analysis of inexact hybrid extragradient proximal point algorithms for maximal monotone operators ⋮ On convergence criteria of generalized proximal point algorithms ⋮ A class of linearized proximal alternating direction methods ⋮ A modified inexact operator splitting method for monotone variational inequalities ⋮ Convergence theorems for inertial KM-type algorithms ⋮ A new splitting method for monotone inclusions of three operators ⋮ On the difference of two maximal monotone operators: Regularization and algorithmic approaches ⋮ The over-relaxed proximal point algorithm based on \(H\)-maximal monotonicity design and applications ⋮ Sensitivity analysis for cocoercively monotone variational inclusions and \(( A , \eta)\)-maximal monotonicity ⋮ Three-step iterative methods for general variational inclusions in \(L^p\) spaces ⋮ A family of operator splitting methods revisited ⋮ The generalized relaxed proximal point algorithm involving A-maximal-relaxed accretive mappings with applications to Banach spaces ⋮ Convergent algorithm based on progressive regularization for solving pseudomonotone variational inequalities ⋮ Convergence of the approximate auxiliary problem method for solving generalized variational inequalities ⋮ A hybrid proximal point three-step algorithm for nonlinear set-valued quasi-variational inclusions system involving \((A,\eta )\)-accretive mappings ⋮ A new relaxed proximal point procedure and applications to nonlinear variational inclusions ⋮ Deconvolution under Poisson noise using exact data fidelity and synthesis or analysis sparsity priors ⋮ Some resolvent iterative methods for variational inclusions and nonexpansive mappings ⋮ Proximal algorithms and temporal difference methods for solving fixed point problems ⋮ Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators ⋮ The generalized proximal point algorithm with step size 2 is not necessarily convergent ⋮ Removing multiplicative noise by Douglas-Rachford splitting methods ⋮ New augmented Lagrangian-based proximal point algorithm for convex optimization with equality constraints ⋮ An operator splitting method for variational inequalities with partially unknown mappings ⋮ Over relaxed hybrid proximal extragradient algorithm and its application to several operator splitting methods ⋮ On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints ⋮ A generalized proximal point algorithm and implicit iterative schemes for a sequence of operators on Banach spaces ⋮ Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach ⋮ On the convergence rate of Douglas-Rachford operator splitting method ⋮ Convergence analysis of some methods for minimizing a nonsmooth convex function ⋮ Progressive regularization of variational inequalities and decomposition algorithms ⋮ Convergence analysis and applications of the Glowinski-Le Tallec splitting method for finding a zero of the sum of two maximal monotone operators ⋮ A general framework for the over-relaxed A-proximal point algorithm and applications to inclusion problems ⋮ Strong convergence of a modified Krasnoselski-Mann iterative algorithm for non-expansive mappings ⋮ Super-relaxed \((\eta)\)-proximal point algorithms, relaxed \((\eta)\)-proximal point algorithms, linear convergence analysis, and nonlinear variational inclusions ⋮ Coupling the auxiliary problem principle and epiconvergence theory to solve general variational inequalities ⋮ Role of relative \(A\)-maximal monotonicity in overrelaxed proximal-point algorithms with Applications ⋮ Stochastic primal dual fixed point method for composite optimization ⋮ Self-regularized fixed-rank representation for subspace segmentation ⋮ General proximal point algorithm involving \(\eta \)-maximal accretiveness framework in Banach spaces ⋮ A variable-penalty alternating directions method for convex optimization ⋮ Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization ⋮ Total generalized variation restoration with non-quadratic fidelity ⋮ A proximal iterative approach to a non-convex optimization problem ⋮ Fixed point iterations coupled with relaxation factors and inertial effects ⋮ Parallel alternating direction multiplier decomposition of convex programs ⋮ The improvement with relative errors of He et al.'s inexact alternating direction method for monotone variational inequalities

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Partial inverse of a monotone operator
• On the maximal domain of a monotone function
• A primal-dual projection method for solving systems of linear inequalities
• Sets of efficient points in a normed space
• Monotone (nonlinear) operators in Hilbert space
• Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• Produits infinis de resolvantes
• Une méthode itérative de résolution d'une inéquation variationnelle
• A projection method for least-squares solutions to overdetermined systems of linear inequalities
• Characterization of the subdifferentials of convex functions
• Multiplier and gradient methods
• On the maximal monotonicity of subdifferential mappings
• On the monotonicity of the gradient of a convex function
• On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
• Asymptotic Convergence Analysis of the Proximal Point Algorithm
• Numerical Solution of Problems in Incompressible Finite Elasticity by Augmented Lagrangian Methods II. Three-Dimensional Problems
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Applications of the method of partial inverses to convex programming: Decomposition
• On Fixed Points of Non-Expansive Piecewise Isometric Mappings
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
• Necessary and sufficient conditions for a penalty method to be exact
• Combined Primal–Dual and Penalty Methods for Convex Programming
• Monotone Operators and the Proximal Point Algorithm
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• NON-LINEAR MONOTONE OPERATORS IN BANACH SPACES
• Convex Analysis
• On the Maximality of Sums of Nonlinear Monotone Operators

This page was built for publication: On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators