Iteration complexity analysis of multi-block ADMM for a family of convex minimization without strong convexity
From MaRDI portal
Publication:334319
DOI10.1007/s10915-016-0182-0zbMath1348.90522arXiv1504.03087OpenAlexW783438975MaRDI QIDQ334319
Tian-Yi Lin, Shu-Zhong Zhang, Shi-Qian Ma
Publication date: 1 November 2016
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.03087
convex optimizationregularizationconvergence ratealternating direction method of multipliers (ADMM)Kurdyka-Łojasiewicz property
Related Items
Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization, Asymmetric forward-backward-adjoint splitting for solving monotone inclusions involving three operators, Global convergence of unmodified 3-block ADMM for a class of convex minimization problems, On the sublinear convergence rate of multi-block ADMM, On unifying multi-view self-representations for clustering by tensor multi-rank minimization, Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems, A two-level distributed algorithm for nonconvex constrained optimization, First-order algorithms for convex optimization with nonseparable objective and coupled constraints, Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights, Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming, Structured nonconvex and nonsmooth optimization: algorithms and iteration complexity analysis, Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property, A generalized alternating direction method of multipliers with semi-proximal terms for convex composite conic programming, Decomposition into low-rank plus additive matrices for background/foreground separation: a review for a comparative evaluation with a large-scale dataset, Two Symmetrized Coordinate Descent Methods Can Be $O(n^2)$ Times Slower Than the Randomized Version, Estimation of Graphical Models through Structured Norm Minimization, An extended proximal ADMM algorithm for three-block nonconvex optimization problems, Randomized primal-dual proximal block coordinate updates, On the Global Linear Convergence of the ADMM with MultiBlock Variables, On the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite Programming
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- On the sublinear convergence rate of multi-block ADMM
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Global convergence of unmodified 3-block ADMM for a class of convex minimization problems
- Parallel multi-block ADMM with \(o(1/k)\) convergence
- A note on the alternating direction method of multipliers
- On the convergence analysis of the alternating direction method of multipliers with three blocks
- On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
- On the global and linear convergence of the generalized alternating direction method of multipliers
- On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
- Alternating Direction Method with Gaussian Back Substitution for Separable Convex Programming
- A Convergent $3$-Block Semi-Proximal ADMM for Convex Minimization Problems with One Strongly Convex Block
- Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems
- Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
- Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality
- The Numerical Solution of Parabolic and Elliptic Differential Equations
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization
- On Full Jacobian Decomposition of the Augmented Lagrangian Method for Separable Convex Programming
- Solving Multiple-Block Separable Convex Minimization Problems Using Two-Block Alternating Direction Method of Multipliers
- Characterizations of Łojasiewicz inequalities: Subgradient flows, talweg, convexity
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints
- Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers
- Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs
- On the Global Linear Convergence of the ADMM with MultiBlock Variables
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
