Anderson Accelerated Douglas--Rachford Splitting
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Publication:5146687
DOI10.1137/19M1290097zbMath1458.90511arXiv1908.11482MaRDI QIDQ5146687
Anqi Fu, Junzi Zhang, Stephen P. Boyd
Publication date: 26 January 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.11482
global convergencestabilizationnonsmooth convex optimizationAnderson accelerationparallel and distributed optimizationpathological settingsproximal oracles
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonsmooth analysis (49J52) Methods of quasi-Newton type (90C53) Parallel algorithms in computer science (68W10) Distributed algorithms (68W15) Mathematical software, computer programs (educational aspects) (97N80)
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