On the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite Programming (Q5012883)

scientific article; zbMATH DE number 7434126

Language	Label	Description	Also known as
English	On the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite Programming	scientific article; zbMATH DE number 7434126

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instance of

scholarly article

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title

On the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite Programming (English)

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Asia-Pacific Journal of Operational Research

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publication date

26 November 2021

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zbMATH Keywords

convex composite optimization

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indefinite proximal terms

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inexact

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majorized ADMM

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relative error control

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symmetric Gauss-Seidel

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describes a project that uses

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Relative-error inertial-relaxed inexact versions of Douglas-Rachford and ADMM splitting algorithms

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Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs

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Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function

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

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Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights

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An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming

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A Unified Algorithmic Framework of Symmetric Gauss-Seidel Decomposition Based Proximal Admms for Convex Composite Programming

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Optimization and nonsmooth analysis

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On the convergence properties of a majorized alternating direction method of multipliers for linearly constrained convex optimization problems with coupled objective functions

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Parallel multi-block ADMM with $o(1/k)$ convergence

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On the global and linear convergence of the generalized alternating direction method of multipliers

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Implicit Functions and Solution Mappings

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On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators

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A practical relative error criterion for augmented Lagrangians

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Q3466913

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Approximate ADMM algorithms derived from Lagrangian splitting

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Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM

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Hankel Matrix Rank Minimization with Applications to System Identification and Realization

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Q3038523

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A dual algorithm for the solution of nonlinear variational problems via finite element approximation

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Q4144736

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Inexact alternating direction methods of multipliers for separable convex optimization

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Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming

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A note on the alternating direction method of multipliers

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Local Linear Convergence of the Alternating Direction Method of Multipliers for Quadratic Programs

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A new inexact alternating directions method for monotone variational inequalities

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Optimal proximal augmented Lagrangian method and its application to full Jacobian splitting for multi-block separable convex minimization problems

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Optimally linearizing the alternating direction method of multipliers for convex programming

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On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM

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On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method

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Q3141900

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A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization

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On the linear convergence of the alternating direction method of multipliers

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Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries

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Inexact alternating direction methods of multipliers with logarithmic-quadratic proximal regularization

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A Convergent $3$-Block Semi-Proximal ADMM for Convex Minimization Problems with One Strongly Convex Block

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A Majorized ADMM with Indefinite Proximal Terms for Linearly Constrained Convex Composite Optimization

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A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions

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QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming

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A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications

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On the Global Linear Convergence of the ADMM with MultiBlock Variables

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Iteration complexity analysis of multi-block ADMM for a family of convex minimization without strong convexity

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Global convergence of unmodified 3-block ADMM for a class of convex minimization problems

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Partial Error Bound Conditions and the Linear Convergence Rate of the Alternating Direction Method of Multipliers

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Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem

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Proximité et dualité dans un espace hilbertien

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A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator

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An Inexact Hybrid Generalized Proximal Point Algorithm and Some New Results on the Theory of Bregman Functions

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Convergence analysis of the direct extension of ADMM for multiple-block separable convex minimization

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A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming

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Solving Multiple-Block Separable Convex Minimization Problems Using Two-Block Alternating Direction Method of Multipliers

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On inexact ADMMs with relative error criteria

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Linear Convergence of the Alternating Direction Method of Multipliers for a Class of Convex Optimization Problems

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A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications

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full work available at URL

https://doi.org/10.1142/s0217595920500359

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Identifiers

zbMATH Open document ID

1481.90254

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DOI

10.1142/S0217595920500359

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5012883