On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
From MaRDI portal
Publication:2350741
DOI10.1007/s00211-014-0673-6zbMath1320.90060OpenAlexW2125390510MaRDI QIDQ2350741
Publication date: 25 June 2015
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00211-014-0673-6
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)
Related Items
An alternating direction method of multipliers for elliptic equation constrained optimization problem, On non-ergodic convergence rate of the operator splitting method for a class of variational inequalities, A rank-two relaxed parallel splitting version of the augmented Lagrangian method with step size in (0,2) for separable convex programming, High-dimensional expectile regression incorporating graphical structure among predictors, A survey on some recent developments of alternating direction method of multipliers, A General Inertial Proximal Point Algorithm for Mixed Variational Inequality Problem, On the convergence properties of a majorized alternating direction method of multipliers for linearly constrained convex optimization problems with coupled objective functions, Hybrid discretization methods with adaptive yield surface detection for Bingham pipe flows, Partial Error Bound Conditions and the Linear Convergence Rate of the Alternating Direction Method of Multipliers, On Full Jacobian Decomposition of the Augmented Lagrangian Method for Separable Convex Programming, Iteration-complexity analysis of a generalized alternating direction method of multipliers, Convergence rates with inexact non-expansive operators, Faster Lagrangian-Based Methods in Convex Optimization, Iteration complexity analysis of multi-block ADMM for a family of convex minimization without strong convexity, A Proximal Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming with Applications to Imaging, On the global and linear convergence of the generalized alternating direction method of multipliers, Unnamed Item, Alternating proximal gradient method for convex minimization, Novel alternating update method for low rank approximation of structured matrices, On the information-adaptive variants of the ADMM: an iteration complexity perspective, Inertial generalized proximal Peaceman-Rachford splitting method for separable convex programming, A Generalized Primal-Dual Algorithm with Improved Convergence Condition for Saddle Point Problems, A generalized inexact Uzawa method for stable principal component pursuit problem with nonnegative constraints, On the sublinear convergence rate of multi-block ADMM, On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities, Some extensions of the operator splitting schemes based on Lagrangian and primal–dual: a unified proximal point analysis, On convergence rates of proximal alternating direction method of multipliers, A Restricted Dual Peaceman-Rachford Splitting Method for a Strengthened DNN Relaxation for QAP, Complexity analysis of a stochastic variant of generalized alternating direction method of multipliers, Efficient iterative solution of finite element discretized nonsmooth minimization problems, A two-stage numerical approach for the sparse initial source identification of a diffusion–advection equation *, A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization, The operator splitting schemes revisited: primal-dual gap and degeneracy reduction by a unified analysis, Alternating direction method of multipliers for nonconvex log total variation image restoration, An algorithmic framework of generalized primal-dual hybrid gradient methods for saddle point problems, Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework, Parallel multi-block ADMM with \(o(1/k)\) convergence, A general framework for ADMM acceleration, A two-level distributed algorithm for nonconvex constrained optimization, Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization, A homotopy alternating direction method of multipliers for linearly constrained separable convex optimization, A dual-primal balanced augmented Lagrangian method for linearly constrained convex programming, A modified strictly contractive peaceman-Rachford splitting method for multi-block separable convex programming, An overlapping domain decomposition framework without dual formulation for variational imaging problems, An alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rate, A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application, Generalized Peaceman-Rachford splitting method with substitution for convex programming, Convergence of the augmented decomposition algorithm, Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property, Further study on the convergence rate of alternating direction method of multipliers with logarithmic-quadratic proximal regularization, The dual step size of the alternating direction method can be larger than 1.618 when one function is strongly convex, Convergent prediction-correction-based ADMM for multi-block separable convex programming, A parallel alternating direction method with application to compound \(l_{1}\)-regularized imaging inverse problems, An Alternating Direction Method of Multipliers for the Optimization Problem Constrained with a Stationary Maxwell System, An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations, On Faster Convergence of Cyclic Block Coordinate Descent-type Methods for Strongly Convex Minimization, A symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming, An introduction to continuous optimization for imaging, Fast algorithms for sparse portfolio selection considering industries and investment styles, ON THE CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAIN, Implementing the Alternating Direction Method of Multipliers for Big Datasets: A Case Study of Least Absolute Shrinkage and Selection Operator, Alternating direction method of multipliers with difference of convex functions, Convergence analysis of the direct extension of ADMM for multiple-block separable convex minimization, Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers, Generalized alternating direction method of multipliers: new theoretical insights and applications, On the asymptotic linear convergence speed of Anderson acceleration applied to ADMM, Block-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and Beyond, The augmented Lagrangian method with full Jacobian decomposition and logarithmic-quadratic proximal regularization for multiple-block separable convex programming, Optimally linearizing the alternating direction method of multipliers for convex programming, On the iteration-complexity of a non-Euclidean hybrid proximal extragradient framework and of a proximal ADMM, An ADMM numerical approach to linear parabolic state constrained optimal control problems, Accelerated alternating direction method of multipliers: an optimal \(O(1 / K)\) nonergodic analysis, Iteration complexity of generalized complementarity problems, A regularized alternating direction method of multipliers for a class of nonconvex problems, An ADMM-based SQP method for separably smooth nonconvex optimization, A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis, On the optimal proximal parameter of an ADMM-like splitting method for separable convex programming, SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD, Two new customized proximal point algorithms without relaxation for linearly constrained convex optimization, Monotone splitting sequential quadratic optimization algorithm with applications in electric power systems, A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations, An indefinite proximal Peaceman-Rachford splitting method with substitution procedure for convex programming, Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization, On the Global Linear Convergence of the ADMM with MultiBlock Variables, A superlinearly convergent splitting feasible sequential quadratic optimization method for two-block large-scale smooth optimization, Convergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimization, On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize, On the nonexpansive operators based on arbitrary metric: a degenerate analysis, Unnamed Item, Rapid detection of hot-spots via tensor decomposition with applications to crime rate data, Application of the Alternating Direction Method of Multipliers to Control Constrained Parabolic Optimal Control Problems and Beyond
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
- Parallel multi-block ADMM with \(o(1/k)\) convergence
- On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
- Bregmanized Nonlocal Regularization for Deconvolution and Sparse Reconstruction
- On Alternating Direction Methods of Multipliers: A Historical Perspective