On alternating direction methods of multipliers: a historical perspective

DOI10.1007/978-94-017-9054-3_4zbMATH Open1320.65098OpenAlexW1897801518MaRDI QIDQ5259698FDOQ5259698

Roland Glowinski

Publication date: 29 June 2015

Published in: Computational Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-94-017-9054-3_4

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Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

Cites Work

• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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• On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
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• Split Bregman Methods and Frame Based Image Restoration
• Augmented Lagrangian Method, Dual Methods, and Split Bregman Iteration for ROF, Vectorial TV, and High Order Models
• Geometric applications of the split Bregman method: segmentation and surface reconstruction
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• On the Numerical Simulation of Viscoplastic Fluid Flow
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Cited In (83)

• Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization
• Convergence analysis on a modified generalized alternating direction method of multipliers
• Convergence Study on the Symmetric Version of ADMM with Larger Step Sizes
• The dual step size of the alternating direction method can be larger than 1.618 when one function is strongly convex
• Block-wise ADMM with a relaxation factor for multiple-block convex programming
• Application of the Alternating Direction Method of Multipliers to Control Constrained Parabolic Optimal Control Problems and Beyond
• Generalized alternating direction method of multipliers: new theoretical insights and applications
• A partially parallel splitting method for multiple-block separable convex programming with applications to robust PCA
• Higher-degree eigenvalue complementarity problems for tensors
• A Parallel Douglas–Rachford Algorithm for Minimizing ROF-like Functionals on Images with Values in Symmetric Hadamard Manifolds
• A proximal point analysis of the preconditioned alternating direction method of multipliers
• Alternating direction method of multipliers for linear programming
• A generalized alternating direction method of multipliers with semi-proximal terms for convex composite conic programming
• Inertial proximal ADMM for separable multi-block convex optimizations and compressive affine phase retrieval
• A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications
• On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM
• Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization
• Bounding duality gap for separable problems with linear constraints
• Local linear convergence of an ADMM-type splitting framework for equality constrained optimization
• Non-stationary Douglas-Rachford and alternating direction method of multipliers: adaptive step-sizes and convergence
• Subgroup-effects models for the analysis of personal treatment effects
• The distance between convex sets with Minkowski sum structure: application to collision detection
• First order optimality conditions and steepest descent algorithm on orthogonal Stiefel manifolds
• On inexact ADMMs with relative error criteria
• A Variational Method for Accurate Distance Function Estimation
• A generalized inexact Uzawa method for stable principal component pursuit problem with nonnegative constraints
• Convergence study on strictly contractive peaceman-Rachford splitting method for nonseparable convex minimization models with quadratic coupling terms
• SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD
• An Alternating Direction Method of Multipliers for Optimal Control Problems Constrained with Elliptic Equations
• Optimally linearizing the alternating direction method of multipliers for convex programming
• Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs
• Douglas--Rachford Splitting and ADMM for Nonconvex Optimization: Tight Convergence Results
• A General Non-Lipschitz Infimal Convolution Regularized Model: Lower Bound Theory and Algorithm
• Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
• Block-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and Beyond
• A Proximal Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming with Applications to Imaging
• Implementing the Alternating Direction Method of Multipliers for Big Datasets: A Case Study of Least Absolute Shrinkage and Selection Operator
• Relaxed inertial proximal Peaceman-Rachford splitting method for separable convex programming
• Convergence analysis of the direct extension of ADMM for multiple-block separable convex minimization
• Fiber Orientation Distribution Estimation Using a Peaceman--Rachford Splitting Method
• Portfolio Selection with Regularization
• Optimal Transport Approximation of 2-Dimensional Measures
• Analysis of fully preconditioned alternating direction method of multipliers with relaxation in Hilbert spaces
• A partially isochronous splitting algorithm for three-block separable convex minimization problems
• Nonsmooth exact penalization second-order methods for incompressible bi-viscous fluids
• Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
• A dual symmetric Gauss-Seidel alternating direction method of multipliers for hyperspectral sparse unmixing
• Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization
• A proximal alternating linearization method for minimizing the sum of two convex functions
• Further study on the convergence rate of alternating direction method of multipliers with logarithmic-quadratic proximal regularization
• Convergence study of indefinite proximal ADMM with a relaxation factor
• An alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rate
• An ADMM-based scheme for distance function approximation
• An efficient Peaceman–Rachford splitting method for constrained TGV-shearlet-based MRI reconstruction
• On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
• An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection
• A sequential updating scheme of the Lagrange multiplier for separable convex programming
• On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function
• A survey on some recent developments of alternating direction method of multipliers
• A note on the convergence of ADMM for linearly constrained convex optimization problems
• An inexact alternating direction method of multipliers with relative error criteria
• The developments of proximal point algorithms
• Title not available (Why is that?)
• Improved susceptibility artifact correction of echo-planar MRI using the alternating direction method of multipliers
• On Glowinski's open question on the alternating direction method of multipliers
• Sparse broadband beamformer design via proximal optimization Techniques
• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
• Title not available (Why is that?)
• Lax-Oleinik-type formulas and efficient algorithms for certain high-dimensional optimal control problems
• A Peaceman-Rachford splitting method with monotone plus skew-symmetric splitting for nonlinear saddle point problems
• A new stopping criterion for Eckstein and Bertsekas's generalized alternating direction method of multipliers
• Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems
• 3/4-Discrete Optimal Transport
• Proximal Splitting Algorithms for Convex Optimization: A Tour of Recent Advances, with New Twists
• Majorized iPADMM for Nonseparable Convex Minimization Models with Quadratic Coupling Terms
• The augmented Lagrangian method with full Jacobian decomposition and logarithmic-quadratic proximal regularization for multiple-block separable convex programming
• Stochastic linearized generalized alternating direction method of multipliers: expected convergence rates and large deviation properties
• Inexact generalized ADMM with relative error criteria for linearly constrained convex optimization problems
• An inexact majorized proximal alternating direction method of multipliers for diffusion tensors
• Complexity analysis of a stochastic variant of generalized alternating direction method of multipliers
• A proximal fully parallel splitting method with a relaxation factor for separable convex programming
• A proximal alternating direction method of multipliers with a substitution procedure
• An Image Registration Model in Electron Backscatter Diffraction

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