A descent alternating direction method of multipliers with random step size for structured optimization problem

DOI10.3969/J.ISSN.1005-3085.2019.02.001MaRDI QIDQ5198319zbMATH OpenFDO

Authors Yan-Na Zhang, Yuan Shen, Liming Sun

Publication date 2 October 2019

Full work available at URL https://doi.org/10.3969/J.ISSN.1005-3085.2019.02.001

zbMATH Keywords

alternating direction method of multipliersproximal point algorithmrandom step sizestructured optimizationvariational inequalities

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(2)

• Stochastic alternating direction method of multipliers for structured regularization
• Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization

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