On Alternating Direction Methods of Multipliers: A Historical Perspective
From MaRDI portal
Publication:5259698
DOI10.1007/978-94-017-9054-3_4zbMath1320.65098OpenAlexW1897801518MaRDI QIDQ5259698
Publication date: 29 June 2015
Published in: Computational Methods in Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-94-017-9054-3_4
Related Items (77)
Alternating direction method of multipliers for linear programming ⋮ Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization ⋮ Convergence analysis on a modified generalized alternating direction method of multipliers ⋮ Higher-degree eigenvalue complementarity problems for tensors ⋮ A General Non-Lipschitz Infimal Convolution Regularized Model: Lower Bound Theory and Algorithm ⋮ Bounding duality gap for separable problems with linear constraints ⋮ Subgroup-effects models for the analysis of personal treatment effects ⋮ A survey on some recent developments of alternating direction method of multipliers ⋮ Convergence Study on the Symmetric Version of ADMM with Larger Step Sizes ⋮ Fiber Orientation Distribution Estimation Using a Peaceman--Rachford Splitting Method ⋮ A Parallel Douglas–Rachford Algorithm for Minimizing ROF-like Functionals on Images with Values in Symmetric Hadamard Manifolds ⋮ An Image Registration Model in Electron Backscatter Diffraction ⋮ The developments of proximal point algorithms ⋮ A Proximal Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming with Applications to Imaging ⋮ On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function ⋮ On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM ⋮ Unnamed Item ⋮ A partially isochronous splitting algorithm for three-block separable convex minimization problems ⋮ A proximal point analysis of the preconditioned alternating direction method of multipliers ⋮ A generalized inexact Uzawa method for stable principal component pursuit problem with nonnegative constraints ⋮ Proximal Splitting Algorithms for Convex Optimization: A Tour of Recent Advances, with New Twists ⋮ Majorized iPADMM for Nonseparable Convex Minimization Models with Quadratic Coupling Terms ⋮ A proximal alternating linearization method for minimizing the sum of two convex functions ⋮ An ADMM-based scheme for distance function approximation ⋮ Inertial proximal ADMM for separable multi-block convex optimizations and compressive affine phase retrieval ⋮ Sparse broadband beamformer design via proximal optimization Techniques ⋮ A proximal fully parallel splitting method with a relaxation factor for separable convex programming ⋮ Block-wise ADMM with a relaxation factor for multiple-block convex programming ⋮ Complexity analysis of a stochastic variant of generalized alternating direction method of multipliers ⋮ Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs ⋮ A new stopping criterion for Eckstein and Bertsekas's generalized alternating direction method of multipliers ⋮ Optimal Transport Approximation of 2-Dimensional Measures ⋮ Inexact generalized ADMM with relative error criteria for linearly constrained convex optimization problems ⋮ A Variational Method for Accurate Distance Function Estimation ⋮ Improved susceptibility artifact correction of echo-planar MRI using the alternating direction method of multipliers ⋮ Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization ⋮ Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming ⋮ An alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rate ⋮ On Glowinski's open question on the alternating direction method of multipliers ⋮ 3/4-Discrete Optimal Transport ⋮ Further study on the convergence rate of alternating direction method of multipliers with logarithmic-quadratic proximal regularization ⋮ A generalized alternating direction method of multipliers with semi-proximal terms for convex composite conic programming ⋮ The dual step size of the alternating direction method can be larger than 1.618 when one function is strongly convex ⋮ Local linear convergence of an ADMM-type splitting framework for equality constrained optimization ⋮ An Alternating Direction Method of Multipliers for Optimal Control Problems Constrained with Elliptic Equations ⋮ A note on the convergence of ADMM for linearly constrained convex optimization problems ⋮ An inexact alternating direction method of multipliers with relative error criteria ⋮ On inexact ADMMs with relative error criteria ⋮ First order optimality conditions and steepest descent algorithm on orthogonal Stiefel manifolds ⋮ Analysis of fully preconditioned alternating direction method of multipliers with relaxation in Hilbert spaces ⋮ The distance between convex sets with Minkowski sum structure: application to collision detection ⋮ Convergence study on strictly contractive peaceman-Rachford splitting method for nonseparable convex minimization models with quadratic coupling terms ⋮ Implementing the Alternating Direction Method of Multipliers for Big Datasets: A Case Study of Least Absolute Shrinkage and Selection Operator ⋮ A dual symmetric Gauss-Seidel alternating direction method of multipliers for hyperspectral sparse unmixing ⋮ Convergence analysis of the direct extension of ADMM for multiple-block separable convex minimization ⋮ Relaxed inertial proximal Peaceman-Rachford splitting method for separable convex programming ⋮ The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent ⋮ A partially parallel splitting method for multiple-block separable convex programming with applications to robust PCA ⋮ An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection ⋮ Generalized alternating direction method of multipliers: new theoretical insights and applications ⋮ A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications ⋮ Douglas--Rachford Splitting and ADMM for Nonconvex Optimization: Tight Convergence Results ⋮ Block-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and Beyond ⋮ The augmented Lagrangian method with full Jacobian decomposition and logarithmic-quadratic proximal regularization for multiple-block separable convex programming ⋮ Optimally linearizing the alternating direction method of multipliers for convex programming ⋮ Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming ⋮ Nonsmooth exact penalization second-order methods for incompressible bi-viscous fluids ⋮ A sequential updating scheme of the Lagrange multiplier for separable convex programming ⋮ An efficient Peaceman–Rachford splitting method for constrained TGV-shearlet-based MRI reconstruction ⋮ Non-stationary Douglas-Rachford and alternating direction method of multipliers: adaptive step-sizes and convergence ⋮ SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD ⋮ Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization ⋮ Convergence study of indefinite proximal ADMM with a relaxation factor ⋮ A Peaceman-Rachford splitting method with monotone plus skew-symmetric splitting for nonlinear saddle point problems ⋮ Application of the Alternating Direction Method of Multipliers to Control Constrained Parabolic Optimal Control Problems and Beyond ⋮ Portfolio Selection with Regularization ⋮ On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Geometric applications of the split Bregman method: segmentation and surface reconstruction
- A unified primal-dual algorithm framework based on Bregman iteration
- Operator-splitting methods for the simulation of Bingham visco-plastic flow
- An augmented Lagrangian approach to the numerical solution of the Dirichlet problem for the elliptic Monge-Ampère equation in two dimensions
- On the numerical simulation of Bingham viscoplastic flow: old and new results
- Applications of operator-splitting methods to the direct numerical simulation of particulate and free-surface flows and to the numerical solution of the two-dimensional elliptic Monte-Ampère equation
- Constrained motion problems with applications by nonlinear programming methods
- Multiplier and gradient methods
- On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
- On the Numerical Simulation of Viscoplastic Fluid Flow
- The Split Bregman Method for L1-Regularized Problems
- Parallel Algorithms for the Numerical Solution of Incompressible Finite Elasticity Problems
- Split Bregman Methods and Frame Based Image Restoration
- Augmented Lagrangian Method, Dual Methods, and Split Bregman Iteration for ROF, Vectorial TV, and High Order Models
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Large Displacement Calculations of Flexible Pipelines by Finite Element and Nonlinear Programming Methods
- An augmented Lagrangian approach to the numerical solution of a non-smooth eigenvalue problem
This page was built for publication: On Alternating Direction Methods of Multipliers: A Historical Perspective