Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming
From MaRDI portal
Publication:5359115
DOI10.1287/moor.2016.0822zbMath1371.90103OpenAlexW2586868972MaRDI QIDQ5359115
Min Tao, Bing-sheng He, Xiao-Ming Yuan
Publication date: 22 September 2017
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2016.0822
convex programmingconvergence ratealternating direction method of multipliersiteration complexitycontraction methods
Related Items (25)
A rank-two relaxed parallel splitting version of the augmented Lagrangian method with step size in (0,2) for separable convex programming ⋮ An algorithm twisted from generalized ADMM for multi-block separable convex minimization models ⋮ 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 ⋮ Alternating proximal gradient method for convex minimization ⋮ Global convergence of unmodified 3-block ADMM for a class of convex minimization problems ⋮ On the information-adaptive variants of the ADMM: an iteration complexity perspective ⋮ A generalized inexact Uzawa method for stable principal component pursuit problem with nonnegative constraints ⋮ Regularized Jacobi-type ADMM-methods for a class of separable convex optimization problems in Hilbert spaces ⋮ Convergence of ADMM for multi-block nonconvex separable optimization models ⋮ On the Efficiency of Random Permutation for ADMM and Coordinate Descent ⋮ Hybrid Jacobian and Gauss--Seidel Proximal Block Coordinate Update Methods for Linearly Constrained Convex Programming ⋮ Faster convergence of a randomized coordinate descent method for linearly constrained optimization problems ⋮ Linearized block-wise alternating direction method of multipliers for multiple-block convex programming ⋮ Asynchronous parallel primal-dual block coordinate update methods for affinely constrained convex programs ⋮ A Barzilai and Borwein regularization feasible direction algorithm for convex nonlinear SOC programming with linear constraints ⋮ Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis ⋮ Convergence study on strictly contractive peaceman-Rachford splitting method for nonseparable convex minimization models with quadratic coupling terms ⋮ A class of ADMM-based algorithms for three-block separable convex programming ⋮ The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent ⋮ Block-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and Beyond ⋮ A parallel splitting ALM-based algorithm for separable convex programming ⋮ Randomized primal-dual proximal block coordinate updates ⋮ Convergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimization ⋮ An efficient partial parallel method with scaling step size strategy for three-block convex optimization problems
This page was built for publication: Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming
