A relaxed proximal ADMM method for block separable convex programming

DOI10.1007/S11075-023-01582-1MaRDI QIDQ6181146zbMATH OpenFDO

Authors M. Sun, Yiju Wang

Publication date 22 January 2024

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11075-023-01582-1

zbMATH Keywords

block separable convex programminglinearization factorproximal alternating direction method of multipliersrelaxation factor

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

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Cites work

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• Convergence study on the proximal alternating direction method with larger step size
• Convergence study on the symmetric version of ADMM with larger step sizes
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• Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
• Robust principal component analysis?
• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
• The sparsest solution to the system of absolute value equations

Cited in

(3)

• Semi-proximal ADMM for fused Lasso penalized least absolute deviation in partially linear model
• A modified PRP conjugate gradient method with inertial extrapolation for sparse signal reconstruction
• A modified Peaceman-Rachford splitting method with correction steps for three-block convex problem

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