Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions
From MaRDI portal
Publication:5359120
DOI10.1287/moor.2016.0827zbMath1379.65035arXiv1407.5210OpenAlexW1825307613MaRDI QIDQ5359120
Publication date: 22 September 2017
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.5210
convergencealternating direction method of multipliersDouglas-Rachford splittingPeaceman-Rachford splitting
Related Items (46)
Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics ⋮ Decomposition Methods for Sparse Matrix Nearness Problems ⋮ Scaled relative graphs: nonexpansive operators via 2D Euclidean geometry ⋮ GMRES-Accelerated ADMM for Quadratic Objectives ⋮ A SemiSmooth Newton Method for Semidefinite Programs and its Applications in Electronic Structure Calculations ⋮ Local convergence properties of Douglas-Rachford and alternating direction method of multipliers ⋮ On the global and linear convergence of the generalized alternating direction method of multipliers ⋮ Unnamed Item ⋮ A regularized semi-smooth Newton method with projection steps for composite convex programs ⋮ Weak and linear convergence of a generalized proximal point algorithm with alternating inertial steps for a monotone inclusion problem ⋮ Generalized Kalman smoothing: modeling and algorithms ⋮ Convergence Rate Analysis of the Forward-Douglas-Rachford Splitting Scheme ⋮ On the sublinear convergence rate of multi-block ADMM ⋮ Tight global linear convergence rate bounds for Douglas-Rachford splitting ⋮ Convergence rates for the relaxed Peaceman-Rachford splitting method on a monotone inclusion problem ⋮ A Restricted Dual Peaceman-Rachford Splitting Method for a Strengthened DNN Relaxation for QAP ⋮ Robust multicategory support matrix machines ⋮ A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization ⋮ A unified and tight linear convergence analysis of the relaxed proximal point algorithm ⋮ Convergence analysis of the generalized Douglas-Rachford splitting method under Hölder subregularity assumptions ⋮ Operator Splitting Performance Estimation: Tight Contraction Factors and Optimal Parameter Selection ⋮ An adaptive primal-dual framework for nonsmooth convex minimization ⋮ An alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rate ⋮ Distributed model predictive control for continuous‐time nonlinear systems based on suboptimal ADMM ⋮ Douglas-Rachford splitting algorithm for solving state-dependent maximal monotone inclusions ⋮ Proximal alternating penalty algorithms for nonsmooth constrained convex optimization ⋮ Activity Identification and Local Linear Convergence of Douglas–Rachford/ADMM under Partial Smoothness ⋮ Tight Sublinear Convergence Rate of the Proximal Point Algorithm for Maximal Monotone Inclusion Problems ⋮ Global convergence of ADMM in nonconvex nonsmooth optimization ⋮ Accelerated proximal point method for maximally monotone operators ⋮ On the optimal linear convergence rate of a generalized proximal point algorithm ⋮ Linear convergence rates for variants of the alternating direction method of multipliers in smooth cases ⋮ A Coordinate-Descent Primal-Dual Algorithm with Large Step Size and Possibly Nonseparable Functions ⋮ Alternating Direction Method of Multipliers for Linear Inverse Problems ⋮ Convergence analysis of the generalized splitting methods for a class of nonconvex optimization problems ⋮ Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators ⋮ Douglas-Rachford splitting and ADMM for pathological convex optimization ⋮ On the equivalence of the primal-dual hybrid gradient method and Douglas-Rachford splitting ⋮ On the asymptotic linear convergence speed of Anderson acceleration applied to ADMM ⋮ Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates ⋮ ARock: An Algorithmic Framework for Asynchronous Parallel Coordinate Updates ⋮ Complexity of linear minimization and projection on some sets ⋮ Adaptive Douglas--Rachford Splitting Algorithm for the Sum of Two Operators ⋮ On the Global Linear Convergence of the ADMM with MultiBlock Variables ⋮ Convergence results of two-step inertial proximal point algorithm ⋮ A primal-dual flow for affine constrained convex optimization
This page was built for publication: Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions
