On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers

From MaRDI portal
Revision as of 16:48, 2 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2350741

DOI10.1007/S00211-014-0673-6zbMath1320.90060OpenAlexW2125390510MaRDI QIDQ2350741

Bing-sheng He, Xiao-Ming Yuan

Publication date: 25 June 2015

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-014-0673-6




Related Items (91)

An alternating direction method of multipliers for elliptic equation constrained optimization problemOn non-ergodic convergence rate of the operator splitting method for a class of variational inequalitiesA rank-two relaxed parallel splitting version of the augmented Lagrangian method with step size in (0,2) for separable convex programmingHigh-dimensional expectile regression incorporating graphical structure among predictorsA survey on some recent developments of alternating direction method of multipliersA General Inertial Proximal Point Algorithm for Mixed Variational Inequality ProblemOn the convergence properties of a majorized alternating direction method of multipliers for linearly constrained convex optimization problems with coupled objective functionsHybrid discretization methods with adaptive yield surface detection for Bingham pipe flowsPartial Error Bound Conditions and the Linear Convergence Rate of the Alternating Direction Method of MultipliersOn Full Jacobian Decomposition of the Augmented Lagrangian Method for Separable Convex ProgrammingIteration-complexity analysis of a generalized alternating direction method of multipliersConvergence rates with inexact non-expansive operatorsFaster Lagrangian-Based Methods in Convex OptimizationIteration complexity analysis of multi-block ADMM for a family of convex minimization without strong convexityA Proximal Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming with Applications to ImagingOn the global and linear convergence of the generalized alternating direction method of multipliersUnnamed ItemAlternating proximal gradient method for convex minimizationNovel alternating update method for low rank approximation of structured matricesOn the information-adaptive variants of the ADMM: an iteration complexity perspectiveInertial generalized proximal Peaceman-Rachford splitting method for separable convex programmingA Generalized Primal-Dual Algorithm with Improved Convergence Condition for Saddle Point ProblemsA generalized inexact Uzawa method for stable principal component pursuit problem with nonnegative constraintsOn the sublinear convergence rate of multi-block ADMMOn the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalitiesSome extensions of the operator splitting schemes based on Lagrangian and primal–dual: a unified proximal point analysisOn convergence rates of proximal alternating direction method of multipliersA Restricted Dual Peaceman-Rachford Splitting Method for a Strengthened DNN Relaxation for QAPComplexity analysis of a stochastic variant of generalized alternating direction method of multipliersEfficient iterative solution of finite element discretized nonsmooth minimization problemsA two-stage numerical approach for the sparse initial source identification of a diffusion–advection equation *A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex MinimizationThe operator splitting schemes revisited: primal-dual gap and degeneracy reduction by a unified analysisAlternating direction method of multipliers for nonconvex log total variation image restorationAn algorithmic framework of generalized primal-dual hybrid gradient methods for saddle point problemsImproved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE FrameworkParallel multi-block ADMM with \(o(1/k)\) convergenceA general framework for ADMM accelerationA two-level distributed algorithm for nonconvex constrained optimizationSymmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimizationA homotopy alternating direction method of multipliers for linearly constrained separable convex optimizationA dual-primal balanced augmented Lagrangian method for linearly constrained convex programmingA modified strictly contractive peaceman-Rachford splitting method for multi-block separable convex programmingAn overlapping domain decomposition framework without dual formulation for variational imaging problemsAn alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rateA QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with applicationGeneralized Peaceman-Rachford splitting method with substitution for convex programmingConvergence of the augmented decomposition algorithmMulti-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz propertyFurther study on the convergence rate of alternating direction method of multipliers with logarithmic-quadratic proximal regularizationThe dual step size of the alternating direction method can be larger than 1.618 when one function is strongly convexConvergent prediction-correction-based ADMM for multi-block separable convex programmingA parallel alternating direction method with application to compound \(l_{1}\)-regularized imaging inverse problemsAn Alternating Direction Method of Multipliers for the Optimization Problem Constrained with a Stationary Maxwell SystemAn efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equationsOn Faster Convergence of Cyclic Block Coordinate Descent-type Methods for Strongly Convex MinimizationA symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programmingAn introduction to continuous optimization for imagingFast algorithms for sparse portfolio selection considering industries and investment stylesON THE CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAINImplementing the Alternating Direction Method of Multipliers for Big Datasets: A Case Study of Least Absolute Shrinkage and Selection OperatorAlternating direction method of multipliers with difference of convex functionsConvergence analysis of the direct extension of ADMM for multiple-block separable convex minimizationPointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliersGeneralized alternating direction method of multipliers: new theoretical insights and applicationsOn the asymptotic linear convergence speed of Anderson acceleration applied to ADMMBlock-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and BeyondThe augmented Lagrangian method with full Jacobian decomposition and logarithmic-quadratic proximal regularization for multiple-block separable convex programmingOptimally linearizing the alternating direction method of multipliers for convex programmingOn the iteration-complexity of a non-Euclidean hybrid proximal extragradient framework and of a proximal ADMMAn ADMM numerical approach to linear parabolic state constrained optimal control problemsAccelerated alternating direction method of multipliers: an optimal \(O(1 / K)\) nonergodic analysisIteration complexity of generalized complementarity problemsA regularized alternating direction method of multipliers for a class of nonconvex problemsAn ADMM-based SQP method for separably smooth nonconvex optimizationA partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysisOn the optimal proximal parameter of an ADMM-like splitting method for separable convex programmingSURVEY: SIXTY YEARS OF DOUGLAS–RACHFORDTwo new customized proximal point algorithms without relaxation for linearly constrained convex optimizationMonotone splitting sequential quadratic optimization algorithm with applications in electric power systemsA multi-mode expansion method for boundary optimal control problems constrained by random Poisson equationsAn indefinite proximal Peaceman-Rachford splitting method with substitution procedure for convex programmingGeneralized ADMM with optimal indefinite proximal term for linearly constrained convex optimizationOn the Global Linear Convergence of the ADMM with MultiBlock VariablesA superlinearly convergent splitting feasible sequential quadratic optimization method for two-block large-scale smooth optimizationConvergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimizationOn the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsizeOn the nonexpansive operators based on arbitrary metric: a degenerate analysisUnnamed ItemRapid detection of hot-spots via tensor decomposition with applications to crime rate dataApplication of the Alternating Direction Method of Multipliers to Control Constrained Parabolic Optimal Control Problems and Beyond




Cites Work




This page was built for publication: On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers