On the optimal linear convergence rate of a generalized proximal point algorithm
From MaRDI portal
Publication:1742669
DOI10.1007/s10915-017-0477-9MaRDI QIDQ1742669
Publication date: 12 April 2018
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.05474
convex programming; augmented Lagrangian method; alternating direction method of multipliers; proximal point algorithm; linear convergence rate
65-XX: Numerical analysis
Related Items
An alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rate, The generalized proximal point algorithm with step size 2 is not necessarily convergent, Iteration-complexity analysis of a generalized alternating direction method of multipliers, Partial Error Bound Conditions and the Linear Convergence Rate of the Alternating Direction Method of Multipliers
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Convergence rates with inexact non-expansive operators
- On convergence criteria of generalized proximal point algorithms
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- A logarithmic-quadratic proximal method for variational inequalities
- On the global and linear convergence of the generalized alternating direction method of multipliers
- A proximal point algorithm revisit on the alternating direction method of multipliers
- Generalized alternating direction method of multipliers: new theoretical insights and applications
- Multiplier and gradient methods
- Interior projection-like methods for monotone variational inequalities
- Iterative Algorithms for Nonlinear Operators
- The Numerical Solution of Parabolic and Elliptic Differential Equations
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- A generalized proximal point algorithm for certain non-convex minimization problems
- On the Convergence of the Proximal Point Algorithm for Convex Minimization
- New Proximal Point Algorithms for Convex Minimization
- Monotone Operators and the Proximal Point Algorithm
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Modified Lagrangians in convex programming and their generalizations
- A Variable Metric Proximal Point Algorithm for Monotone Operators
- Convergence of Proximal-Like Algorithms
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Rate of Convergence Analysis of Decomposition Methods Based on the Proximal Method of Multipliers for Convex Minimization
- A Generalized Proximal Point Algorithm and Its Convergence Rate
- Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions
- Local Linear Convergence of the Alternating Direction Method of Multipliers for Quadratic Programs
- Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs
- Proximité et dualité dans un espace hilbertien
- Convex Analysis
