An inexact alternating direction method of multipliers with relative error criteria

DOI10.1007/s11590-016-1021-9zbMath1367.90089MaRDI QIDQ519776

Jiaxin Xie, Xiaobo Yang, An-Ping Liao

Publication date: 5 April 2017

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-016-1021-9

zbMATH Keywords

alternating direction method of multipliers (ADMM); sparse signal recovery; inexactness; relative error criteria

Mathematics Subject Classification ID

90C25: Convex programming

Related Items

Approximate first-order primal-dual algorithms for saddle point problems, A partially inexact ADMM with o(1/n) asymptotic convergence rate, 𝒪(1/n) complexity, and immediate relative error tolerance, A partially inexact generalized primal-dual hybrid gradient method for saddle point problems with bilinear couplings, Approximate customized proximal point algorithms for separable convex optimization, Inexact generalized ADMM with relative error criteria for linearly constrained convex optimization problems, Approximate ADMM algorithms derived from Lagrangian splitting, On inexact ADMMs with relative error criteria, An inexact symmetric ADMM algorithm with indefinite proximal term for sparse signal recovery and image restoration problems, An inexact ADMM with proximal-indefinite term and larger stepsize, Fast and stable nonconvex constrained distributed optimization: the ELLADA algorithm, An inexact proximal generalized alternating direction method of multipliers, A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis

Cites Work

• Unnamed Item
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• A practical relative error criterion for augmented Lagrangians
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
• Multiplier and gradient methods
• An Inexact Hybrid Generalized Proximal Point Algorithm and Some New Results on the Theory of Bregman Functions
• Constrained Total Variation Deblurring Models and Fast Algorithms Based on Alternating Direction Method of Multipliers
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• On Alternating Direction Methods of Multipliers: A Historical Perspective
• Restoration of Poissonian Images Using Alternating Direction Optimization
• Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs
• Compressed sensing