Non-stationary Douglas-Rachford and alternating direction method of multipliers: adaptive step-sizes and convergence
DOI10.1007/s10589-019-00106-9zbMath1427.90219arXiv1801.03765OpenAlexW2963286475WikidataQ127905132 ScholiaQ127905132MaRDI QIDQ2322553
Dirk A. Lorenz, Quoc Tran Dinh
Publication date: 4 September 2019
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.03765
adaptive step-sizeDouglas-Rachford methodalternating direction methods of multipliersmaximal monotone inclusionsnon-stationary iteration
Numerical mathematical programming methods (65K05) Convex programming (90C25) Monotone operators and generalizations (47H05) Numerical solutions to equations with nonlinear operators (65J15)
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