Local convergence properties of Douglas-Rachford and alternating direction method of multipliers
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Publication:2397468
DOI10.1007/s10957-017-1061-zzbMath1362.65065MaRDI QIDQ2397468
Jingwei Liang, Gabriel Peyré, Jalal Fadili
Publication date: 22 May 2017
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-017-1061-z
ADMM; Douglas-Rachford; local linear convergence; partial smoothness; finite activity identification
65K05: Numerical mathematical programming methods
90C25: Convex programming
65K10: Numerical optimization and variational techniques
49J52: Nonsmooth analysis
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