On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM

DOI10.1007/s10915-015-0060-1zbMath1371.65052OpenAlexW750844137MaRDI QIDQ2398479

Hong-Kun Xu, Xiao-Ming Yuan, Bing-sheng He

Publication date: 16 August 2017

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-015-0060-1

zbMATH Keywords

convex optimizationparallel computationaugmented Lagrangian methodvariational inequality problemalternating direction method of multipliersproximal point algorithmJacobian decomposition

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15)

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