Convergence analysis of L-ADMM for multi-block linear-constrained separable convex minimization problem
DOI10.1007/S40305-015-0084-0zbMATH Open1332.90195OpenAlexW1115208862MaRDI QIDQ259135FDOQ259135
Authors: Jun-Kai Feng, Hai-Bin Zhang, Cao-zong Cheng, Hui-Min Pei 
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
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alternating direction method of multiplierslinearizationseparable convex minimizationsublinear convergence
Numerical mathematical programming methods (65K05) Convex programming (90C25) Decomposition methods (49M27)
Cites Work
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
- A proximal-based deomposition method for compositions method for convex minimization problems
- Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
- Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
- 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
- The linearized alternating direction method of multipliers for Dantzig selector
- A linearized alternating direction method of multipliers with substitution procedure
- A note on the convergence of alternating proximal gradient method
Cited In (7)
- Asynchronous parallel primal-dual block coordinate update methods for affinely constrained convex programs
- Convergence of the augmented decomposition algorithm
- Hybrid Jacobian and Gauss-Seidel proximal block coordinate update methods for linearly constrained convex programming
- Convergence of ADMM for Three-Block Separable Quadratic Programming Problems with Linear Constraints
- Convergence analysis of the direct extension of ADMM for multiple-block separable convex minimization
- Iteration complexity analysis of multi-block ADMM for a family of convex minimization without strong convexity
- On the Global Linear Convergence of the ADMM with MultiBlock Variables
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