Linear convergence rates for variants of the alternating direction method of multipliers in smooth cases

DOI10.1007/S10957-017-1211-3MaRDI QIDQ1743535zbMATH OpenOpenAlexFDO

Authors Pauline Tan

Publication date 13 April 2018

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-017-1211-3

zbMATH Keywords

alternating direction method of multipliersprimal-dual algorithmstrong convexitylinear convergence rate

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52) Optimality conditions for minimax problems (49K35)

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Cites work

• scientific article; zbMATH DE number 3148887 (Why is no real title available?)
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• On the convergence of primal-dual hybrid gradient algorithm
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• On the global and linear convergence of the generalized alternating direction method of multipliers
• On the linear convergence of the alternating direction method of multipliers
• Proximité et dualité dans un espace hilbertien
• Variational Analysis

Cited in

(4)

• ON THE CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAIN
• Linear convergence of the alternating direction method of multipliers for a class of convex optimization problems
• Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming
• Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming

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