A Generalized Proximal Point Algorithm and Its Convergence Rate
From MaRDI portal
Publication:5245360
DOI10.1137/130940402zbMath1311.90099OpenAlexW2027744538MaRDI QIDQ5245360
Etienne Corman, Xiao-Ming Yuan
Publication date: 8 April 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/99e147fc56e5523dacc742a4e067b9d3cbf4547b
Convex programming (90C25) Nonlinear programming (90C30) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)
Related Items
On non-ergodic convergence rate of the operator splitting method for a class of variational inequalities ⋮ Continuous dynamics related to monotone inclusions and non-smooth optimization problems ⋮ Accelerated proximal algorithms with a correction term for monotone inclusions ⋮ A General Inertial Proximal Point Algorithm for Mixed Variational Inequality Problem ⋮ Iteration-complexity analysis of a generalized alternating direction method of multipliers ⋮ Convergence Study on the Symmetric Version of ADMM with Larger Step Sizes ⋮ A Strictly Contractive Peaceman-Rachford Splitting Method with Logarithmic-Quadratic Proximal Regularization for Convex Programming ⋮ A Proximal Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming with Applications to Imaging ⋮ Modified proximal symmetric ADMMs for multi-block separable convex optimization with linear constraints ⋮ On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function ⋮ Inertial generalized proximal Peaceman-Rachford splitting method for separable convex programming ⋮ Weak and linear convergence of a generalized proximal point algorithm with alternating inertial steps for a monotone inclusion problem ⋮ A splitting method for finding the resolvent of the sum of two maximal monotone operators ⋮ Unnamed Item ⋮ Convergence Rate Analysis of Primal-Dual Splitting Schemes ⋮ A generalized proximal point algorithm with new step size update for solving monotone variational inequalities in real Hilbert spaces ⋮ Inertial proximal point algorithm for the split common solution problem of monotone operator equations ⋮ A generalized forward-backward splitting operator: degenerate analysis and applications ⋮ Convergence of Bregman Peaceman-Rachford splitting method for nonconvex nonseparable optimization ⋮ Strongly convergent inertial proximal point algorithm without on-line rule ⋮ Inertial proximal point algorithms for solving a class of split feasibility problems ⋮ A unified and tight linear convergence analysis of the relaxed proximal point algorithm ⋮ On the computation of equilibria in monotone and potential stochastic hierarchical games ⋮ Weak and strong convergence of generalized proximal point algorithms with relaxed parameters ⋮ Parallel multi-block ADMM with \(o(1/k)\) convergence ⋮ A modified strictly contractive peaceman-Rachford splitting method for multi-block separable convex programming ⋮ An alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rate ⋮ A partially proximal S-ADMM for separable convex optimization with linear constraints ⋮ Generalized Peaceman-Rachford splitting method with substitution for convex programming ⋮ Accelerated proximal point method for maximally monotone operators ⋮ Convergence rate analysis of proximal gradient methods with applications to composite minimization problems ⋮ On the optimal linear convergence rate of a generalized proximal point algorithm ⋮ Modified algorithms for image inpainting in Fourier transform domain ⋮ A dynamical system associated with the fixed points set of a nonexpansive operator ⋮ Fast convergence of generalized forward-backward algorithms for structured monotone inclusions ⋮ Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis ⋮ A convergence rate of the proximal point algorithm in Banach spaces ⋮ Unnamed Item ⋮ The generalized proximal point algorithm with step size 2 is not necessarily convergent ⋮ Convergence Rate Analysis of Inertial Krasnoselskii–Mann Type Iteration with Applications ⋮ A New Algorithm Framework for Image Inpainting in Transform Domain ⋮ Block-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and Beyond ⋮ Inertial proximal strictly contractive peaceman-Rachford splitting method with an indefinite term for convex optimization ⋮ ON THE CONVERGENCE RATE OF THE KRASNOSEL’SKIĬ–MANN ITERATION ⋮ A sequential updating scheme of the Lagrange multiplier for separable convex programming ⋮ A new algorithm for image inpainting in Fourier transform domain ⋮ Perturbation strategy for splitting operator method to solve the set-valued variational inequalities ⋮ An indefinite proximal Peaceman-Rachford splitting method with substitution procedure for convex programming ⋮ On the linear convergence rate of a relaxed forward–backward splitting method ⋮ Convergence results of two-step inertial proximal point algorithm ⋮ Convergence study on the logarithmic-quadratic proximal regularization of strictly contractive Peaceman–Rachford splitting method with larger step-size ⋮ Convergence Analysis of Douglas--Rachford Splitting Method for “Strongly + Weakly” Convex Programming
