Projective method of multipliers for linearly constrained convex minimization
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Abstract: We present a method for solving linearly constrained convex optimization problems, which is based on the application of known algorithms for finding zeros of the sum of two monotone operators (presented by Eckstein and Svaiter) to the dual problem. We establish convergence rates for the new method, and we present applications to TV denoising and compressed sensing problems.
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Cited in
(11)- Projective re-normalization for improving the behavior of a homogeneous conic linear system
- A multiprojection algorithm using Bregman projections in a product space
- Single-forward-step projective splitting: exploiting cocoercivity
- On the complexity of a hybrid proximal extragradient projective method for solving monotone inclusion problems
- A new generalized projection and its application to acceleration of audio declipping
- A block successive upper-bound minimization method of multipliers for linearly constrained convex optimization
- Projected gradient methods for linearly constrained problems
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- A projective splitting method for monotone inclusions: iteration-complexity and application to composite optimization
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