On the O(1/n) convergence rate of the Douglas-Rachford alternating direction method
From MaRDI portal
Publication:2903008
DOI10.1137/110836936zbMATH Open1245.90084OpenAlexW1986080131MaRDI QIDQ2903008FDOQ2903008
Authors: Bingsheng He, Xiaoming Yuan 
Publication date: 23 August 2012
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/110836936
Recommendations
- On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
- Local Linear Convergence of the Alternating Direction Method of Multipliers for Quadratic Programs
- On the \(O(1/t)\) convergence rate of alternating direction method with logarithmic-quadratic proximal regularization
- On the convergence rate of Douglas-Rachford operator splitting method
- ON THE CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAIN
Cited In (only showing first 100 items - show all)
- A variable projection method for large-scale inverse problems with \(\ell^1\) regularization
- Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems
- Block-wise ADMM with a relaxation factor for multiple-block convex programming
- Eventual linear convergence of the Douglas-Rachford iteration for basis pursuit
- PPA-like contraction methods for convex optimization: a framework using variational inequality approach
- Generalized alternating direction method of multipliers: new theoretical insights and applications
- Iteration-complexity analysis of a generalized alternating direction method of multipliers
- A dual split Bregman method for fast \(\ell ^{1}\) minimization
- Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
- A proximal strictly contractive Peaceman-Rachford splitting method for convex programming with applications to imaging
- Linearized alternating direction method with parallel splitting and adaptive penalty for separable convex programs in machine learning
- On the global and linear convergence of the generalized alternating direction method of multipliers
- An implementable first-order primal-dual algorithm for structured convex optimization
- A parallel splitting ALM-based algorithm for separable convex programming
- Bounding duality gap for separable problems with linear constraints
- Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints
- Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems
- Proximal alternating penalty algorithms for nonsmooth constrained convex optimization
- Stochastic primal dual fixed point method for composite optimization
- Solving total-variation image super-resolution problems via proximal symmetric alternating direction methods
- Linear convergence of the alternating direction method of multipliers for a class of convex optimization problems
- On the ergodic convergence rates of a first-order primal-dual algorithm
- An algorithm twisted from generalized ADMM for multi-block separable convex minimization models
- On alternating direction methods of multipliers: a historical perspective
- On the linear convergence of the alternating direction method of multipliers
- On the \(O(1/t)\) convergence rate of alternating direction method with logarithmic-quadratic proximal regularization
- A class of ADMM-based algorithms for three-block separable convex programming
- Convergence analysis of the direct extension of ADMM for multiple-block separable convex minimization
- Performance of first- and second-order methods for \(\ell_1\)-regularized least squares problems
- On the convergence rate of Douglas-Rachford operator splitting method
- Alternating proximal gradient method for convex minimization
- Modified alternating direction methods for the modified multiple-sets split feasibility problems
- Approximation schemes for materials with discontinuities
- Iteration complexity analysis of multi-block ADMM for a family of convex minimization without strong convexity
- A phase model for point spread function estimation in ground-based astronomy
- Two-step methods for image zooming using duality strategies
- On the Global Linear Convergence of the ADMM with MultiBlock Variables
- A customized Douglas-Rachford splitting algorithm for separable convex minimization with linear constraints
- On full Jacobian decomposition of the augmented Lagrangian method for separable convex programming
- A strictly contractive Peaceman-Rachford splitting method with logarithmic-quadratic proximal regularization for convex programming
- On the \(O(1/t)\) convergence rate of the parallel descent-like method and parallel splitting augmented Lagrangian method for solving a class of variational inequalities
- Parallel multi-block ADMM with \(o(1/k)\) convergence
- Conic optimization via operator splitting and homogeneous self-dual embedding
- A proximal point algorithm revisit on the alternating direction method of multipliers
- On the sublinear convergence rate of multi-block ADMM
- Convergence study on the symmetric version of ADMM with larger step sizes
- iPiasco: inertial proximal algorithm for strongly convex optimization
- Global convergence of unmodified 3-block ADMM for a class of convex minimization problems
- A block successive upper-bound minimization method of multipliers for linearly constrained convex optimization
- Proximal Methods for Sparse Optimal Scoring and Discriminant Analysis
- Convergence of ADMM for multi-block nonconvex separable optimization models
- Distributed adaptive dynamic programming for data-driven optimal control
- Further study on the convergence rate of alternating direction method of multipliers with logarithmic-quadratic proximal regularization
- A parameterized Douglas-Rachford splitting algorithm for nonconvex optimization
- Convergence analysis of the generalized alternating direction method of multipliers with logarithmic-quadratic proximal regularization
- The convergence rate of the proximal alternating direction method of multipliers with indefinite proximal regularization
- On the \(O(1/t)\) convergence rate of Ye-Yuan's modified alternating direction method of multipliers
- On the convergence analysis of the alternating direction method of multipliers with three blocks
- A homotopy alternating direction method of multipliers for linearly constrained separable convex optimization
- Inexact alternating direction methods of multipliers with logarithmic-quadratic proximal regularization
- An extended proximal ADMM algorithm for three-block nonconvex optimization problems
- A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis
- On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
- Proximal point algorithm, Douglas-Rachford algorithm and alternating projections: a case study
- A proximal Peaceman-Rachford splitting method for compressive sensing
- A sequential updating scheme of the Lagrange multiplier for separable convex programming
- Minimization of \(\ell_{1-2}\) for compressed sensing
- Block-wise alternating direction method of multipliers for multiple-block convex programming and beyond
- Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization
- Relaxed augmented Lagrangian-based proximal point algorithms for convex optimization with linear constraints
- A majorized ADMM with indefinite proximal terms for linearly constrained convex composite optimization
- An improved first-order primal-dual algorithm with a new correction step
- FOM -- a MATLAB toolbox of first-order methods for solving convex optimization problems
- Second order total generalized variation for Speckle reduction in ultrasound images
- A general inertial proximal point algorithm for mixed variational inequality problem
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
- Inexact alternating direction methods of multipliers for separable convex optimization
- Faster Lagrangian-based methods in convex optimization
- A relaxed parameter condition for the primal-dual hybrid gradient method for saddle-point problem
- On the convergence rate of inexact majorized sGS ADMM with indefinite proximal terms for convex composite programming
- Fixed point analysis of Douglas-Rachford splitting for ptychography and phase retrieval
- Fast and stable nonconvex constrained distributed optimization: the ELLADA algorithm
- Image restoration based on the minimized surface regularization
- Distributed Model Predictive Control of linear discrete-time systems with local and global constraints
- A generalized primal-dual algorithm with improved convergence condition for saddle point problems
- A simple parallel algorithm with an \(O(1/t)\) convergence rate for general convex programs
- An incremental aggregated proximal ADMM for linearly constrained nonconvex optimization with application to sparse logistic regression problems
- A linearized Peaceman-Rachford splitting method for structured convex optimization with application to stable principal component pursuit
- Douglas-Rachford splitting algorithm for solving state-dependent maximal monotone inclusions
- The symmetric ADMM with indefinite proximal regularization and its application
- Efficient iterative method for SOAV minimization problem with linear equality and box constraints and its linear convergence
- An alternating direction method of multipliers with a worst-case \(O(1/n^2)\) convergence rate
- Local linear convergence of an ADMM-type splitting framework for equality constrained optimization
- A unified convergence rate analysis of the accelerated smoothed gap reduction algorithm
- Non-stationary Douglas-Rachford and alternating direction method of multipliers: adaptive step-sizes and convergence
- A prediction-correction dynamic method for large-scale generalized eigenvalue problems
- SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD
- Nonexpansiveness of a linearized augmented Lagrangian operator for hierarchical convex optimization
- GMRES-accelerated ADMM for quadratic objectives
- A hybrid Bregman alternating direction method of multipliers for the linearly constrained difference-of-convex problems
This page was built for publication: On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2903008)
