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)
- An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization
- The dual step size of the alternating direction method can be larger than 1.618 when one function is strongly convex
- Sparsest piecewise-linear regression of one-dimensional data
- An alternate minimization method beyond positive definite proximal regularization: convergence and complexity
- Peridynamics enabled learning partial differential equations
- Convergence of the augmented decomposition algorithm
- A smooth primal-dual optimization framework for nonsmooth composite convex minimization
- Hybrid Jacobian and Gauss-Seidel proximal block coordinate update methods for linearly constrained convex programming
- ON THE CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAIN
- Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis
- Learning latent variable Gaussian graphical model for biomolecular network with low sample complexity
- An ADMM-based SQP method for separably smooth nonconvex optimization
- A regularized alternating direction method of multipliers for a class of nonconvex problems
- Convergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimization
- Accelerated primal-dual proximal block coordinate updating methods for constrained convex optimization
- Partial error bound conditions and the linear convergence rate of the alternating direction method of multipliers
- Discerning the linear convergence of ADMM for structured convex optimization through the lens of variational analysis
- Application of the alternating direction method of multipliers to control constrained parabolic optimal control problems and beyond
- A faster generalized ADMM-based algorithm using a sequential updating scheme with relaxed step sizes for multiple-block linearly constrained separable convex programming
- Dynamic stochastic approximation for multi-stage stochastic optimization
- General splitting methods with linearization for the split feasibility problem
- Convergence rates for an inexact ADMM applied to separable convex optimization
- A survey on conic relaxations of optimal power flow problem
- The distance between convex sets with Minkowski sum structure: application to collision detection
- New regularization models for image denoising with a spatially dependent regularization parameter
- LINEARIZED ALTERNATING DIRECTION METHOD OF MULTIPLIERS FOR SEPARABLE CONVEX OPTIMIZATION OF REAL FUNCTIONS IN COMPLEX DOMAIN
- Convergence study on strictly contractive peaceman-Rachford splitting method for nonseparable convex minimization models with quadratic coupling terms
- Local linear convergence of the alternating direction method of multipliers for nonconvex separable optimization problems
- Iteration complexity analysis of a partial LQP-based alternating direction method of multipliers
- Selective linearization for multi-block statistical learning
- Convergence analysis of the generalized splitting methods for a class of nonconvex optimization problems
- On convergence rates of proximal alternating direction method of multipliers
- Robust regularized extreme learning machine for regression with non-convex loss function via DC program
- Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems
- An LQP-based symmetric alternating direction method of multipliers with larger step sizes
- ADMM for Penalized Quantile Regression in Big Data
- A Symmetric Alternating Direction Method of Multipliers for Separable Nonconvex Minimization Problems
- On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
- Learning partial differential equations via data discovery and sparse optimization
- A convex optimization model and algorithm for retinex
- Inertial proximal strictly contractive peaceman-Rachford splitting method with an indefinite term for convex optimization
- An indefinite proximal Peaceman-Rachford splitting method with substitution procedure for convex programming
- Inertial generalized proximal Peaceman-Rachford splitting method for separable convex programming
- A Flexible Space-Variant Anisotropic Regularization for Image Restoration with Automated Parameter Selection
- Iterative positive thresholding algorithm for non-negative sparse optimization
- On the optimal proximal parameter of an ADMM-like splitting method for separable convex programming
- An algorithmic framework of generalized primal-dual hybrid gradient methods for saddle point problems
- LOW-RANK AND SPARSE MATRIX RECOVERY FROM NOISY OBSERVATIONS VIA 3-BLOCK ADMM ALGORITHM
- Stable camera motion estimation using convex programming
- Phase retrieval from incomplete magnitude information via total variation regularization
- A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets
- Simultaneous image fusion and denoising by using fractional-order gradient information
- A modified strictly contractive peaceman-Rachford splitting method for multi-block separable convex programming
- Sensitivity analysis of the proximal-based parallel decomposition methods
- Preconditioned ADMM for a class of bilinear programming problems
- Implementing the alternating direction method of multipliers for big datasets: a case study of least absolute shrinkage and selection operator
- 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
- A partial PPA block-wise ADMM for multi-block linearly constrained separable convex optimization
- Tensor train rank minimization with nonlocal self-similarity for tensor completion
- Alternating direction method of multipliers for nonconvex fused regression problems
- Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
- Structured sparsity: discrete and convex approaches
- Efficient learning with a family of nonconvex regularizers by redistributing nonconvexity
- A stochastic variance reduced primal dual fixed point method for linearly constrained separable optimization
- Proportional-integral projected gradient method for conic optimization
- Efficient iterative solution of finite element discretized nonsmooth minimization problems
- PCA Sparsified
- A proximal augmented method for semidefinite programming problems
- On the asymptotic linear convergence speed of Anderson acceleration applied to ADMM
- Non-convex split Feasibility problems: models, algorithms and theory
- The springback penalty for robust signal recovery
- An improved total variation regularized RPCA for moving object detection with dynamic background
- A fundamental proof of convergence of alternating direction method of multipliers for weakly convex optimization
- Strictly contractive Peaceman-Rachford splitting method to recover the corrupted low rank matrix
- Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property
- A superlinearly convergent splitting feasible sequential quadratic optimization method for two-block large-scale smooth optimization
- A survey on some recent developments of alternating direction method of multipliers
- Convergence study on the proximal alternating direction method with larger step size
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)