An indefinite proximal Peaceman-Rachford splitting method with substitution procedure for convex programming

DOI10.1007/S40314-019-0949-7zbMath1438.90254OpenAlexW2979576371WikidataQ127128485 ScholiaQ127128485MaRDI QIDQ2326924

Zhao Deng, San-Yang Liu

Publication date: 10 October 2019

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-019-0949-7

zbMATH Keywords

global convergencevariational inequalityconvex programmingsubstitutionPeaceman-Rachford splitting method

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Uses Software

• UNLocBoX

Cites Work

• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Nonlinear total variation based noise removal algorithms
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• PPA-like contraction methods for convex optimization: a framework using variational inequality approach
• An algorithm twisted from generalized ADMM for multi-block separable convex minimization models
• An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
• The generalized proximal point algorithm with step size 2 is not necessarily convergent
• Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization
• Parallel multi-block ADMM with \(o(1/k)\) convergence
• Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization
• Convergent prediction-correction-based ADMM for multi-block separable convex programming
• Generalized symmetric ADMM for separable convex optimization
• An ADM-based splitting method for separable convex programming
• On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
• The symmetric ADMM with indefinite proximal regularization and its application
• A Low Patch-Rank Interpretation of Texture
• Proximal Splitting Methods in Signal Processing
• On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
• Alternating Direction Method with Gaussian Back Substitution for Separable Convex Programming
• A Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming
• A 2-block semi-proximal ADMM for solving the H-weighted nearest correlation matrix problem
• Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
• Robust principal component analysis?
• Convergence Study on the Symmetric Version of ADMM with Larger Step Sizes
• The Numerical Solution of Parabolic and Elliptic Differential Equations
• Inertial Proximal ADMM for Linearly Constrained Separable Convex Optimization
• Fast Solution of $\ell _{1}$-Norm Minimization Problems When the Solution May Be Sparse
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• An inertial proximal Peaceman-Rachford splitting method
• A Generalized Proximal Point Algorithm and Its Convergence Rate
• An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping

This page was built for publication: An indefinite proximal Peaceman-Rachford splitting method with substitution procedure for convex programming