Activity Identification and Local Linear Convergence of Douglas–Rachford/ADMM under Partial Smoothness

DOI10.1007/978-3-319-18461-6_51zbMath1444.90091arXiv1412.6858OpenAlexW2220926539MaRDI QIDQ3300345

Gabriel Peyré, Jalal Fadili, Russell Luke, Jingwei Liang

Publication date: 28 July 2020

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.6858

zbMATH Keywords

ADMMDouglas-Rachford splittinglocal linear convergencepartial smoothnessfinite activity identification

Mathematics Subject Classification ID

Convex programming (90C25) Machine vision and scene understanding (68T45)

Related Items (11)

Convergence rates with inexact non-expansive operators ⋮ Local Linear Convergence of the ADMM/Douglas--Rachford Algorithms without Strong Convexity and Application to Statistical Imaging ⋮ Local convergence properties of Douglas-Rachford and alternating direction method of multipliers ⋮ On the global and linear convergence of the generalized alternating direction method of multipliers ⋮ Local linear convergence of a primal-dual algorithm for the augmented convex models ⋮ The degrees of freedom of partly smooth regularizers ⋮ A weakly convergent fully inexact Douglas-Rachford method with relative error tolerance ⋮ On the Finite Convergence of the Douglas--Rachford Algorithm for Solving (Not Necessarily Convex) Feasibility Problems in Euclidean Spaces ⋮ Local linear convergence analysis of Primal–Dual splitting methods ⋮ On the interplay between acceleration and identification for the proximal gradient algorithm ⋮ Active‐Set Newton Methods and Partial Smoothness

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