Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers
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Publication:5300535
DOI10.1137/110849468zbMATH Open1267.90181OpenAlexW2094631364MaRDI QIDQ5300535FDOQ5300535
Renato D. C. Monteiro, B. F. Svaiter
Publication date: 27 June 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/93e211db41f4faa8496e69ed0db0c77ff8be45a4
Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Monotone operators and generalizations (47H05) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Decomposition methods (49M27)
Cited In (97)
- Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization
- A variant of the hybrid proximal extragradient method for solving strongly monotone inclusions and its complexity analysis
- A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization
- An efficient partial parallel method with scaling step size strategy for three-block convex optimization problems
- Convergence analysis of positive-indefinite proximal ADMM with a Glowinski's relaxation factor
- \(O(1/t)\) complexity analysis of the generalized alternating direction method of multipliers
- Communication-efficient algorithms for decentralized and stochastic optimization
- Iteration-complexity analysis of a generalized alternating direction method of multipliers
- ON THE CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAIN
- A proximal point analysis of the preconditioned alternating direction method of multipliers
- Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
- Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights
- Convergent prediction-correction-based ADMM for multi-block separable convex programming
- On the information-adaptive variants of the ADMM: an iteration complexity perspective
- An ADMM-based SQP method for separably smooth nonconvex optimization
- A regularized alternating direction method of multipliers for a class of nonconvex problems
- First-order algorithms for convex optimization with nonseparable objective and coupled constraints
- Regularized HPE-Type Methods for Solving Monotone Inclusions with Improved Pointwise Iteration-Complexity Bounds
- Accelerated primal-dual proximal block coordinate updating methods for constrained convex optimization
- A \(\mathcal O(1/k^{3/2})\) hybrid proximal extragradient primal-dual interior point method for nonlinear monotone mixed complementarity problems
- Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers
- Accelerated Bregman operator splitting with backtracking
- Convergence rates for an inexact ADMM applied to separable convex optimization
- Randomized primal-dual proximal block coordinate updates
- An adaptive primal-dual framework for nonsmooth convex minimization
- On inexact relative-error hybrid proximal extragradient, forward-backward and Tseng's modified forward-backward methods with inertial effects
- Local linear convergence of the alternating direction method of multipliers for nonconvex separable optimization problems
- Backward-forward algorithms for structured monotone inclusions in Hilbert spaces
- Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems
- Resolvent splitting for sums of monotone operators with minimal lifting
- Fast bundle-level methods for unconstrained and ball-constrained convex optimization
- On the complexity of a hybrid proximal extragradient projective method for solving monotone inclusion problems
- On the linear convergence of the alternating direction method of multipliers
- Implementation of a block-decomposition algorithm for solving large-scale conic semidefinite programming problems
- Implementing the Alternating Direction Method of Multipliers for Big Datasets: A Case Study of Least Absolute Shrinkage and Selection Operator
- Alternating proximal gradient method for convex minimization
- On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
- Iteration complexity analysis of multi-block ADMM for a family of convex minimization without strong convexity
- Partial Error Bound Conditions and the Linear Convergence Rate of the Alternating Direction Method of Multipliers
- Faster Lagrangian-Based Methods in Convex Optimization
- On the Global Linear Convergence of the ADMM with MultiBlock Variables
- A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization
- Hybrid Jacobian and Gauss--Seidel Proximal Block Coordinate Update Methods for Linearly Constrained Convex Programming
- Monotone splitting sequential quadratic optimization algorithm with applications in electric power systems
- On the sublinear convergence rate of multi-block ADMM
- Global convergence of unmodified 3-block ADMM for a class of convex minimization problems
- A first-order block-decomposition method for solving two-easy-block structured semidefinite programs
- Fast iterative computation of optimal two-block H/sup infinity /-norm
- Projective method of multipliers for linearly constrained convex minimization
- An \(\mathcal O(1/{k})\) convergence rate for the variable stepsize Bregman operator splitting algorithm
- Interior hybrid proximal extragradient methods for the linear monotone complementarity problem
- An inexact Spingarn's partial inverse method with applications to operator splitting and composite optimization
- Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework
- An extended proximal ADMM algorithm for three-block nonconvex optimization problems
- A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis
- Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
- Tikhonov-like methods with inexact minimization for solving linear ill-posed problems
- LOW-RANK AND SPARSE MATRIX RECOVERY FROM NOISY OBSERVATIONS VIA 3-BLOCK ADMM ALGORITHM
- A Hybrid Proximal Extragradient Self-Concordant Primal Barrier Method for Monotone Variational Inequalities
- Accelerating Block-Decomposition First-Order Methods for Solving Composite Saddle-Point and Two-Player Nash Equilibrium Problems
- An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems
- A superlinearly convergent splitting feasible sequential quadratic optimization method for two-block large-scale smooth optimization
- A survey on some recent developments of alternating direction method of multipliers
- Title not available (Why is that?)
- A majorized ADMM with indefinite proximal terms for linearly constrained convex composite optimization
- A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application
- An Accelerated Linearized Alternating Direction Method of Multipliers
- Accelerated gradient sliding for structured convex optimization
- A new randomized primal-dual algorithm for convex optimization with fast last iterate convergence rates
- An extragradient-based alternating direction method for convex minimization
- A projective splitting method for monotone inclusions: iteration-complexity and application to composite optimization
- Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming
- A Restricted Dual Peaceman-Rachford Splitting Method for a Strengthened DNN Relaxation for QAP
- Generalized Peaceman-Rachford splitting method with substitution for convex programming
- A partially inexact ADMM with o(1/n) asymptotic convergence rate, 𝒪(1/n) complexity, and immediate relative error tolerance
- Local linear convergence of an ADMM-type splitting framework for equality constrained optimization
- Tight ergodic sublinear convergence rate of the relaxed proximal point algorithm for monotone variational inequalities
- The exact worst-case convergence rate of the alternating direction method of multipliers
- On inexact stochastic splitting methods for a class of nonconvex composite optimization problems with relative error
- Stochastic linearized generalized alternating direction method of multipliers: expected convergence rates and large deviation properties
- Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
- On the convergence rate of the scaled proximal decomposition on the graph of a maximal monotone operator (SPDG) algorithm
- Analysis of fully preconditioned alternating direction method of multipliers with relaxation in Hilbert spaces
- Complexity analysis of a stochastic variant of generalized alternating direction method of multipliers
- A proximal block minimization method of multipliers with a substitution procedure
- Decomposition methods for global solution of mixed-integer linear programs
- An alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rate
- Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates
- A partially feasible Jacobi-type distributed SQO method for two-block general linearly constrained smooth optimization
- Iteration complexity of an inexact Douglas-Rachford method and of a Douglas-Rachford-Tseng's F-B four-operator splitting method for solving monotone inclusions
- Dual descent augmented Lagrangian method and alternating direction method of multipliers
- A two-level distributed algorithm for nonconvex constrained optimization
- Iteration-complexity of a Rockafellar's proximal method of multipliers for convex programming based on second-order approximations
- Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems
- Robust multicategory support matrix machines
- On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize
- On the iteration-complexity of a non-Euclidean hybrid proximal extragradient framework and of a proximal ADMM
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