A proximal point algorithm revisit on the alternating direction method of multipliers

From MaRDI portal
Publication:2441139


DOI10.1007/s11425-013-4683-0zbMath1292.65062MaRDI QIDQ2441139

Guoyong Gu, Bing-sheng He, Xing-Ju Cai, Xiao-Ming Yuan

Publication date: 21 March 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-013-4683-0


65K05: Numerical mathematical programming methods

90C25: Convex programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)


Related Items

Block-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and Beyond, General parameterized proximal point algorithm with applications in statistical learning, A partially parallel splitting method for multiple-block separable convex programming with applications to robust PCA, Some extensions of the operator splitting schemes based on Lagrangian and primal–dual: a unified proximal point analysis, Inertial proximal ADMM for separable multi-block convex optimizations and compressive affine phase retrieval, Linearized generalized ADMM-based algorithm for multi-block linearly constrained separable convex programming in real-world applications, Approximate customized proximal point algorithms for separable convex optimization, An extended linearized alternating direction method of multipliers for fused-Lasso penalized linear regression, Application of the alternating direction method for an inverse monic quadratic eigenvalue problem, A proximal point algorithm based on decomposition method for cone constrained multiobjective optimization problems, An efficient projection method for nonlinear inverse problems with sparsity constraints, Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach, Two new customized proximal point algorithms without relaxation for linearly constrained convex optimization, A homotopy alternating direction method of multipliers for linearly constrained separable convex optimization, An implementable first-order primal-dual algorithm for structured convex optimization, On the optimal linear convergence rate of a generalized proximal point algorithm, A parameterized proximal point algorithm for separable convex optimization, Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis, The developments of proximal point algorithms, Convergence study on the proximal alternating direction method with larger step size, A linearized Peaceman-Rachford splitting method for structured convex optimization with application to stable principal component pursuit, Convergence analysis of the generalized alternating direction method of multipliers with logarithmic-quadratic proximal regularization, Convergence analysis of the relaxed proximal point algorithm, Semidefinite inverse eigenvalue problems with prescribed entries and partial eigendata, On relaxation of some customized proximal point algorithms for convex minimization: from variational inequality perspective, A generalization of linearized alternating direction method of multipliers for solving two-block separable convex programming, Generalized alternating direction method of multipliers: new theoretical insights and applications, A General Inertial Proximal Point Algorithm for Mixed Variational Inequality Problem, Inertial Proximal ADMM for Linearly Constrained Separable Convex Optimization



Cites Work