Convergence analysis of L-ADMM for multi-block linear-constrained separable convex minimization problem
From MaRDI portal
Publication:259135
DOI10.1007/s40305-015-0084-0zbMath1332.90195OpenAlexW1115208862MaRDI QIDQ259135
Hai-Bin Zhang, Hui-Min Pei, Jun-Kai Feng, Cao-Zong Cheng
Publication date: 11 March 2016
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-015-0084-0
linearizationalternating direction method of multipliersseparable convex minimizationsublinear convergence
Numerical mathematical programming methods (65K05) Convex programming (90C25) Decomposition methods (49M27)
Related Items
Hybrid Jacobian and Gauss--Seidel Proximal Block Coordinate Update Methods for Linearly Constrained Convex Programming, Asynchronous parallel primal-dual block coordinate update methods for affinely constrained convex programs
Cites Work
- A note on the convergence of alternating proximal gradient method
- Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A proximal-based deomposition method for compositions method for convex minimization problems
- A new inexact alternating directions method for monotone variational inequalities
- Linearized alternating direction method of multipliers with Gaussian back substitution for separable convex programming
- Alternating proximal gradient method for convex minimization
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- The Linearized Alternating Direction Method of Multipliers for Dantzig Selector
- Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
- A Linearized Alternating Direction Method of Multipliers with Substitution Procedure
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent