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

DOI10.1007/s11075-019-00819-2zbMath1462.65073OpenAlexW2987613135MaRDI QIDQ2200786

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

zbMATH Keywords

convergence analysis convex programming alternating direction method of multipliers proximal regularization

Mathematics Subject Classification ID

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

Related Items (2)

A proximal fully parallel splitting method with a relaxation factor for separable convex programming ⋮ A relaxed proximal ADMM method for block separable convex programming

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
Modeling, simulation and optimization for science and technology. Selected contributions based on the presentations at the conferences ``Optimization and PDE's with industrial applications, Jyväskylä, Finland, June, 2012 on the occasion of the 70th birthday of Jaques Périaux and ``Optimization and PDE's with application, Jyväskylä, Finland, June, 2012 on the occasion of the 75th birthday of Roland Glowinski
Alternating direction augmented Lagrangian methods for semidefinite programming
A unified primal-dual algorithm framework based on Bregman iteration
Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers
On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
A dual algorithm for the solution of nonlinear variational problems via finite element approximation
A new inexact alternating directions method for monotone variational inequalities
Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization
On Glowinski's open question on the alternating direction method of multipliers
Optimally linearizing the alternating direction method of multipliers for convex programming
On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize
On the global and linear convergence of the generalized alternating direction method of multipliers
Alternating proximal gradient method for convex minimization
On relaxation of some customized proximal point algorithms for convex minimization: from variational inequality perspective
A proximal point algorithm revisit on the alternating direction method of multipliers
Proximal alternating directions method for structured variational inequalities
Multiplier and gradient methods
Splitting Methods in Communication, Imaging, Science, and Engineering
On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
A Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming
Matrix completion via an alternating direction method
Convergence Study on the Symmetric Version of ADMM with Larger Step Sizes
Finite-Dimensional Variational Inequalities and Complementarity Problems
The Linearized Alternating Direction Method of Multipliers for Dantzig Selector
Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
Compressive principal component pursuit
Optimal proximal augmented Lagrangian method and its application to full Jacobian splitting for multi-block separable convex minimization problems
Some Facts About Operator-Splitting and Alternating Direction Methods
Linearized Alternating Direction Method of Multipliers for Constrained Linear Least-Squares Problem
An introduction to continuous optimization for imaging
Navigating in a Graph by Aid of Its Spanning Tree Metric

This page was built for publication: Convergence study on the proximal alternating direction method with larger step size