Generalized Peaceman-Rachford splitting method with substitution for convex programming

DOI10.1007/S11590-019-01473-2zbMATH Open1459.90150OpenAlexW2970490114MaRDI QIDQ2228367FDOQ2228367

Zhao Deng, Sanyang Liu

Publication date: 17 February 2021

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-019-01473-2

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zbMATH Keywords

alternating direction method of multipliersglobal convergenceconvex programmingsubstitutionvariational inequality

Mathematics Subject Classification ID

Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

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Cited In (7)

• Convergence of the Peaceman-Rachford Splitting Method for a Class of Nonconvex Programs
• Accelerated stochastic Peaceman-Rachford method for empirical risk minimization
• Convergence of Bregman Peaceman-Rachford splitting method for nonconvex nonseparable optimization
• Iteration complexity on the generalized Peaceman–Rachford splitting method for separable convex programming
• Multi-step inertial strictly contractive PRSM algorithms for convex programming problems with applications
• Generalized Peaceman-Rachford splitting method for multiple-block separable convex programming with applications to robust PCA
• Convergence analysis of an improved Bregman-type Peaceman-Rachford splitting algorithm for nonconvex nonseparable linearly constrained optimization problems

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