On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize

DOI10.1016/J.AMC.2018.04.066zbMath1427.90216arXiv1705.03097OpenAlexW2613451020WikidataQ129753177 ScholiaQ129753177MaRDI QIDQ2335613

Max L. N. Gonçalves

Publication date: 14 November 2019

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

Full work available at URL: https://arxiv.org/abs/1705.03097

zbMATH Keywords

convex programmingalternating direction method of multiplierspointwise iteration-complexityhybrid proximal extragradient framework

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Monotone operators and generalizations (47H05) Decomposition methods (49M27)

Related Items (3)

Convergence study on the proximal alternating direction method with larger step size ⋮ Low-rank tensor train for tensor robust principal component analysis ⋮ A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis

Uses Software

• GADMM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• On the convergence properties of a majorized alternating direction method of multipliers for linearly constrained convex optimization problems with coupled objective functions
• On the \(O(1/t)\) convergence rate of Ye-Yuan's modified alternating direction method of multipliers
• An extragradient-based alternating direction method for convex minimization
• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
• On the global and linear convergence of the generalized alternating direction method of multipliers
• An inexact alternating direction method for solving a class of structured variational inequalities
• Generalized alternating direction method of multipliers: new theoretical insights and applications
• An $\mathcal O(1/{k})$ Convergence Rate for the Variable Stepsize Bregman Operator Splitting Algorithm
• Hankel Matrix Rank Minimization with Applications to System Identification and Realization
• On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
• Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework
• Variational Analysis
• The Linearized Alternating Direction Method of Multipliers for Dantzig Selector
• Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
• Rate of Convergence Analysis of Decomposition Methods Based on the Proximal Method of Multipliers for Convex Minimization
• Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers
• Fast Gradient-Based Algorithms for Constrained Total Variation Image Denoising and Deblurring Problems
• Regularized HPE-Type Methods for Solving Monotone Inclusions with Improved Pointwise Iteration-Complexity Bounds

This page was built for publication: On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize