Smoothing alternating direction methods for fully nonsmooth constrained convex optimization (Q2415200)

Two alternating direction methods by means of smoothing techniques for solving nonsmooth constrained convex problems are proposed, that under mild hypotheses turn out to have the best known worst-case iteration-complexity guarantee for both the objective residual and feasibility gap in the literature. Special cases such as the one where one of the involved functions is strongly convex or composed with a linear operator are investigated as well. Computational results on a feasibility problem are presented, too, for illustrating the new methods, and the advantages of the latter are stressed. A long appendix containing the proofs of the technical results closes the paper. For the entire collection see [Zbl 1407.90006].