ADMM for monotone operators: convergence analysis and rates

DOI10.1007/s10444-018-9619-3OpenAlexW2963712943MaRDI QIDQ2631989

Radu Ioan Boţ, Ernö Robert Csetnek

Publication date: 16 May 2019

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.01913

zbMATH Keywords

convex optimizationsubdifferentialmonotone operatorsFenchel dualityprimal-dual algorithmADMM algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Monotone operators and generalizations (47H05)

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