Block-wise ADMM with a relaxation factor for multiple-block convex programming

DOI10.1007/s40305-017-0186-yzbMath1424.90204OpenAlexW2791264501MaRDI QIDQ2422129

Ming-Hua Xu, Xiao-Ming Yuan, Bing-sheng He

Publication date: 18 June 2019

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-017-0186-y

zbMATH Keywords

convex programmingalternating direction method of multipliersoperator splitting methodsFortin and Glowinski's relaxation factor

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30)

Related Items (10)

Modified proximal symmetric ADMMs for multi-block separable convex optimization with linear constraints ⋮ Some extensions of the operator splitting schemes based on Lagrangian and primal–dual: a unified proximal point analysis ⋮ A relaxed proximal ADMM method for block separable convex programming ⋮ The operator splitting schemes revisited: primal-dual gap and degeneracy reduction by a unified analysis ⋮ A flexible ADMM algorithm for big data applications ⋮ A partially proximal S-ADMM for separable convex optimization with linear constraints ⋮ A multi-parameter parallel ADMM for multi-block linearly constrained separable convex optimization ⋮ A faster generalized ADMM-based algorithm using a sequential updating scheme with relaxed step sizes for multiple-block linearly constrained separable convex programming ⋮ Longitudinal image analysis via path regression on the image manifold ⋮ A partial PPA block-wise ADMM for multi-block linearly constrained separable convex optimization

Cites Work

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• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
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