The augmented Lagrangian method with full Jacobian decomposition and logarithmic-quadratic proximal regularization for multiple-block separable convex programming
From MaRDI portal
Publication:4967363
DOI10.5802/smai-jcm.30zbMath1418.90197OpenAlexW2794531110WikidataQ130060507 ScholiaQ130060507MaRDI QIDQ4967363
Publication date: 3 July 2019
Published in: The SMAI journal of computational mathematics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=SMAI-JCM_2018__4__81_0/
Numerical mathematical programming methods (65K05) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Gradient methods for minimizing composite functions
- Further study on the convergence rate of alternating direction method of multipliers with logarithmic-quadratic proximal regularization
- On the linear convergence of the alternating direction method of multipliers
- On the sublinear convergence rate of multi-block ADMM
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- A logarithmic-quadratic proximal method for variational inequalities
- Parallel multi-block ADMM with \(o(1/k)\) convergence
- On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
- On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM
- Inexact alternating direction methods of multipliers with logarithmic-quadratic proximal regularization
- A survey on the continuous nonlinear resource allocation problem
- Interior projection-like methods for monotone variational inequalities
- A Majorized ADMM with Indefinite Proximal Terms for Linearly Constrained Convex Composite Optimization
- Proximal Splitting Methods in Signal Processing
- 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 Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming
- Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
- An augmented Lagrangian based parallel splitting method for separable convex minimization with applications to image processing
- An LQP-Based Decomposition Method for Solving a Class of Variational Inequalities
- Market Mechanisms and Mathematical Programming
- Deblurring Images
- 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
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Modified Lagrangians in convex programming and their generalizations
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- On the $O(1/t)$ Convergence Rate of Alternating Direction Method with Logarithmic-Quadratic Proximal Regularization
- On Alternating Direction Methods of Multipliers: A Historical Perspective
- Convergence Rate Analysis of Several Splitting Schemes
- On the Global Linear Convergence of the ADMM with MultiBlock Variables
- On the basic theorem of complementarity
- Entropic proximal decomposition methods for convex programs and variational inequalities
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent