Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities

DOI10.1016/S0167-6377(98)00044-3zbMATH Open0963.49006MaRDI QIDQ1306392FDOQ1306392

Publication date: 1998

Published in: Operations Research Letters (Search for Journal in Brave)

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Cited In (68)

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On the \(O(1/t)\) convergence rate of the alternating direction method with LQP regularization for solving structured variational inequality problems
On alternating direction method for solving variational inequality problems with separable structure
Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization
An inexact alternating direction method for solving a class of structured variational inequalities
An alternating direction-based contraction method for linearly constrained separable convex programming problems
A subgradient proximal method for solving a class of monotone multivalued variational inequality problems
An alternating direction method with increasing penalty for stable principal component pursuit
Convergence study of indefinite proximal ADMM with a relaxation factor
Image restoration using total variation with overlapping group sparsity
A simple and feasible method for a class of large-scale \(l^1\)-problems
On the \(O(1/t)\) convergence rate of Ye-Yuan's modified alternating direction method of multipliers
On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
On the optimal proximal parameter of an ADMM-like splitting method for separable convex programming
An ADMM-based location-allocation algorithm for nonconvex constrained multi-source Weber problem under gauge
On LQP alternating direction method for solving variational inequality problems with separable structure
A sequential updating scheme of the Lagrange multiplier for separable convex programming
A survey on some recent developments of alternating direction method of multipliers
Relaxed augmented Lagrangian-based proximal point algorithms for convex optimization with linear constraints
Nonnegative tensor factorizations using an alternating direction method
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On Glowinski's open question on the alternating direction method of multipliers
Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
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