On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function

DOI10.1007/S10589-016-9860-YzbMATH Open1372.90079OpenAlexW2502737401MaRDI QIDQ2397092FDOQ2397092

Authors: Deren Han, Xing-Ju Cai, Xiaoming Yuan 

Publication date: 29 May 2017

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-016-9860-y

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• On the global and linear convergence of direct extension of ADMM for 3-block separable convex minimization models
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zbMATH Keywords

alternating direction method of multipliersconvergence analysisconvex programmingseparable structure

Mathematics Subject Classification ID

Convex programming (90C25)

Cites Work

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Cited In (55)

• Distributed model predictive control based on the alternating directions method of multipliers applied to voltage and frequency control in power systems
• Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems
• Consensus-based Dantzig-Wolfe decomposition
• Title not available (Why is that?)
• The dual step size of the alternating direction method can be larger than 1.618 when one function is strongly convex
• On the convergence rate of inexact majorized sGS ADMM with indefinite proximal terms for convex composite programming
• A linear algebra perspective on the random multi-block ADMM: the QP case
• Lattice-based patterned fabric inspection by using total variation with sparsity and low-rank representations
• An efficient partial parallel method with scaling step size strategy for three-block convex optimization problems
• Convergence analysis of L-ADMM for multi-block linear-constrained separable convex minimization problem
• Linearized symmetric multi-block ADMM with indefinite proximal regularization and optimal proximal parameter
• Asynchronous parallel primal-dual block coordinate update methods for affinely constrained convex programs
• A Peaceman-Rachford splitting method with monotone plus skew-symmetric splitting for nonlinear saddle point problems
• ON THE CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAIN
• An incremental aggregated proximal ADMM for linearly constrained nonconvex optimization with application to sparse logistic regression problems
• A Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and Beyond
• Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights
• Linearized block-wise alternating direction method of multipliers for multiple-block convex programming
• Proximal ADMM for nonconvex and nonsmooth optimization
• Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization
• Local linear convergence of an ADMM-type splitting framework for equality constrained optimization
• On the convergence rate of the augmented Lagrangian-based parallel splitting method
• A note on the sufficient initial condition ensuring the convergence of directly extended 3-block ADMM for special semidefinite programming
• Fast algorithms for sparse portfolio selection considering industries and investment styles
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• Randomized primal-dual proximal block coordinate updates
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• Alternating direction based method for optimal control problem constrained by Stokes equation
• Convergence of ADMM for Three-Block Separable Quadratic Programming Problems with Linear Constraints
• Two-step fixed-point proximity algorithms for multi-block separable convex problems
• A generalized inexact Uzawa method for stable principal component pursuit problem with nonnegative constraints
• An inexact accelerated stochastic ADMM for separable convex optimization
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• An algorithm twisted from generalized ADMM for multi-block separable convex minimization models
• On the global and linear convergence of direct extension of ADMM for 3-block separable convex minimization models
• A partial PPA block-wise ADMM for multi-block linearly constrained separable convex optimization
• A class of ADMM-based algorithms for three-block separable convex programming
• Convergence analysis of the direct extension of ADMM for multiple-block separable convex minimization
• A block Lanczos method for the extended trust-region subproblem
• Variable splitting based method for image restoration with impulse plus Gaussian noise
• A partially isochronous splitting algorithm for three-block separable convex minimization problems
• On the sublinear convergence rate of multi-block ADMM
• Global convergence of unmodified 3-block ADMM for a class of convex minimization problems
• Convergence of ADMM for multi-block nonconvex separable optimization models
• A fundamental proof of convergence of alternating direction method of multipliers for weakly convex optimization
• A convergent 3-block semi-proximal ADMM for convex minimization problems with one strongly convex block
• An extended proximal ADMM algorithm for three-block nonconvex optimization problems
• A survey on some recent developments of alternating direction method of multipliers
• Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems
• A unified primal-dual algorithm framework for inequality constrained problems
• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
• A modified strictly contractive peaceman-Rachford splitting method for multi-block separable convex programming
• A parallel Gauss-Seidel method for convex problems with separable structure
• Inexact alternating direction methods of multipliers for separable convex optimization

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