A proximal point analysis of the preconditioned alternating direction method of multipliers (Q2412837)
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| Language | Label | Description | Also known as |
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| English | A proximal point analysis of the preconditioned alternating direction method of multipliers |
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A proximal point analysis of the preconditioned alternating direction method of multipliers (English)
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27 October 2017
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The authors propose and analyze the preconditioned alternating direction method of the multipliers method for general nonsmooth regularized problems with efficiently dealing with the implicit linear equations arizing in this context. Moreover, the authors establish a practical convergence theory in this framework, allowing for weak convergence in infinite-dimensional Hilbert spaces and strong convergence in finite dimensions. Numerical expriments are presented.
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alternating direction method of multipliers
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proximal point algorithm
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convergence
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numerical experiment
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