Solving Multiple-Block Separable Convex Minimization Problems Using Two-Block Alternating Direction Method of Multipliers
From MaRDI portal
Publication:3466914
zbMath1332.65080arXiv1308.5294MaRDI QIDQ3466914
Zhi-Quan Luo, Mingyi Hong, Xiang-Feng Wang, Shi-Qian Ma
Publication date: 25 January 2016
Full work available at URL: https://arxiv.org/abs/1308.5294
convergenceprincipal component analysisconvex minimizationnumerical resultalternating direction method of multipliersdual splittingGaussian graphical model selectionprimal splitting
Related Items
A fast dual proximal-gradient method for separable convex optimization with linear coupled constraints, Iteration complexity analysis of multi-block ADMM for a family of convex minimization without strong convexity, On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM, Alternating proximal gradient method for convex minimization, Global convergence of unmodified 3-block ADMM for a class of convex minimization problems, A partially isochronous splitting algorithm for three-block separable convex minimization problems, On the sublinear convergence rate of multi-block ADMM, Regularized Jacobi-type ADMM-methods for a class of separable convex optimization problems in Hilbert spaces, On relaxation of some customized proximal point algorithms for convex minimization: from variational inequality perspective, A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization, Parallel multi-block ADMM with \(o(1/k)\) convergence, On the convergence rate of the augmented Lagrangian-based parallel splitting method, Convergence of the augmented decomposition algorithm, A Barzilai and Borwein regularization feasible direction algorithm for convex nonlinear SOC programming with linear constraints, ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces, Global convergence of ADMM in nonconvex nonsmooth optimization, A note on augmented Lagrangian-based parallel splitting method, Convergent prediction-correction-based ADMM for multi-block separable convex programming, Estimation of Graphical Models through Structured Norm Minimization, A parallel line search subspace correction method for composite convex optimization, A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization, On the Global Linear Convergence of the ADMM with MultiBlock Variables, A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints, On the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite Programming, An efficient partial parallel method with scaling step size strategy for three-block convex optimization problems