Anderson Accelerated Douglas--Rachford Splitting
DOI10.1137/19M1290097zbMath1458.90511arXiv1908.11482MaRDI QIDQ5146687
Anqi Fu, Junzi Zhang, Stephen P. Boyd
Publication date: 26 January 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.11482
global convergence; stabilization; nonsmooth convex optimization; Anderson acceleration; parallel and distributed optimization; pathological settings; proximal oracles
65K05: Numerical mathematical programming methods
90C25: Convex programming
49J52: Nonsmooth analysis
90C53: Methods of quasi-Newton type
68W10: Parallel algorithms in computer science
68W15: Distributed algorithms
97N80: Mathematical software, computer programs (educational aspects)
Uses Software
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