Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming
DOI10.1287/MOOR.2016.0822zbMATH Open1371.90103OpenAlexW2586868972MaRDI QIDQ5359115FDOQ5359115
Authors: Bingsheng He, Min Tao, Xiaoming Yuan
Publication date: 22 September 2017
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2016.0822
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- Convergence of ADMM for multi-block nonconvex separable optimization models
- Convergence rate of a rectangular subdivision-based optimization algorithm for smooth multivariate functions
- On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function
- Block-wise alternating direction method of multipliers for multiple-block convex programming and beyond
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
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