Convergence study on the proximal alternating direction method with larger step size

DOI10.1007/S11075-019-00819-2zbMATH Open1462.65073OpenAlexW2987613135MaRDI QIDQ2200786FDOQ2200786

Authors: Feng Ma 

Publication date: 22 September 2020

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-019-00819-2

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zbMATH Keywords

alternating direction method of multipliersconvergence analysisconvex programmingproximal regularization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonlinear programming (90C30)

Cites Work

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Cited In (11)

• The dual step size of the alternating direction method can be larger than 1.618 when one function is strongly convex
• The generalized proximal point algorithm with step size 2 is not necessarily convergent
• A relaxed proximal ADMM method for block separable convex programming
• An LQP-based symmetric alternating direction method of multipliers with larger step sizes
• A proximal fully parallel splitting method with a relaxation factor for separable convex programming
• On the convergence of alternating direction method multipliers with larger step size than Glowinski's
• Convergence study on the symmetric version of ADMM with larger step sizes
• Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems
• On Glowinski's open question on the alternating direction method of multipliers
• On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize
• On the iteration-complexity of a non-Euclidean hybrid proximal extragradient framework and of a proximal ADMM

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