A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis
From MaRDI portal
Publication:2317847
DOI10.1007/s10957-019-01525-8MaRDI QIDQ2317847
Jefferson G. Melo, V. A. Adona, Max L. N. Gonçalves
Publication date: 13 August 2019
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.07336
convex program; alternating direction method of multipliers; relative error criterion; hybrid extragradient method; ergodic iteration-complexity; pointwise iteration-complexity
90C25: Convex programming
90C60: Abstract computational complexity for mathematical programming problems
65K10: Numerical optimization and variational techniques
47H05: Monotone operators and generalizations
49M27: Decomposition methods
Related Items
A partially inexact ADMM with o(1/n) asymptotic convergence rate, đȘ(1/n) complexity, and immediate relative error tolerance, Preface of the special issue dedicated to the XII Brazilian workshop on continuous optimization, An inexact proximal generalized alternating direction method of multipliers, On FISTA with a relative error rule
Uses Software
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
- Nonlinear total variation based noise removal algorithms
- On the convergence properties of a majorized alternating direction method of multipliers for linearly constrained convex optimization problems with coupled objective functions
- A practical relative error criterion for augmented Lagrangians
- An inexact alternating direction method of multipliers with relative error criteria
- 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
- Enlargement of monotone operators with applications to variational inequalities
- A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
- A new inexact alternating directions method for monotone variational inequalities
- Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM
- Approximate ADMM algorithms derived from Lagrangian splitting
- The Lasso problem and uniqueness
- The proximal alternating minimization algorithm for two-block separable convex optimization problems with linear constraints
- On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize
- On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
- On the global and linear convergence of the generalized alternating direction method of multipliers
- Proximal alternating directions method for structured variational inequalities
- Generalized alternating direction method of multipliers: new theoretical insights and applications
- On the maximal monotonicity of subdifferential mappings
- ADMM for monotone operators: convergence analysis and rates
- Iteration-complexity analysis of a generalized alternating direction method of multipliers
- An $\mathcal O(1/{k})$ Convergence Rate for the Variable Stepsize Bregman Operator Splitting Algorithm
- On the $O(1/n)$ Convergence Rate of the DouglasâRachford Alternating Direction Method
- Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework
- On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean
- First-Order Methods in Optimization
- Rate of Convergence Analysis of Decomposition Methods Based on the Proximal Method of Multipliers for Convex Minimization
- Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers