Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions
From MaRDI portal
Publication:5359120
DOI10.1287/moor.2016.0827zbMath1379.65035arXiv1407.5210OpenAlexW1825307613MaRDI QIDQ5359120
Publication date: 22 September 2017
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.5210
convergencealternating direction method of multipliersDouglas-Rachford splittingPeaceman-Rachford splitting
Related Items
Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics, Decomposition Methods for Sparse Matrix Nearness Problems, Scaled relative graphs: nonexpansive operators via 2D Euclidean geometry, GMRES-Accelerated ADMM for Quadratic Objectives, A SemiSmooth Newton Method for Semidefinite Programs and its Applications in Electronic Structure Calculations, Local convergence properties of Douglas-Rachford and alternating direction method of multipliers, On the global and linear convergence of the generalized alternating direction method of multipliers, Unnamed Item, A regularized semi-smooth Newton method with projection steps for composite convex programs, Weak and linear convergence of a generalized proximal point algorithm with alternating inertial steps for a monotone inclusion problem, Generalized Kalman smoothing: modeling and algorithms, Convergence Rate Analysis of the Forward-Douglas-Rachford Splitting Scheme, On the sublinear convergence rate of multi-block ADMM, Tight global linear convergence rate bounds for Douglas-Rachford splitting, Convergence rates for the relaxed Peaceman-Rachford splitting method on a monotone inclusion problem, A Restricted Dual Peaceman-Rachford Splitting Method for a Strengthened DNN Relaxation for QAP, Robust multicategory support matrix machines, A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization, A unified and tight linear convergence analysis of the relaxed proximal point algorithm, Convergence analysis of the generalized Douglas-Rachford splitting method under Hölder subregularity assumptions, Operator Splitting Performance Estimation: Tight Contraction Factors and Optimal Parameter Selection, An adaptive primal-dual framework for nonsmooth convex minimization, An alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rate, Distributed model predictive control for continuous‐time nonlinear systems based on suboptimal ADMM, Douglas-Rachford splitting algorithm for solving state-dependent maximal monotone inclusions, Proximal alternating penalty algorithms for nonsmooth constrained convex optimization, Activity Identification and Local Linear Convergence of Douglas–Rachford/ADMM under Partial Smoothness, Tight Sublinear Convergence Rate of the Proximal Point Algorithm for Maximal Monotone Inclusion Problems, Global convergence of ADMM in nonconvex nonsmooth optimization, Accelerated proximal point method for maximally monotone operators, On the optimal linear convergence rate of a generalized proximal point algorithm, Linear convergence rates for variants of the alternating direction method of multipliers in smooth cases, A Coordinate-Descent Primal-Dual Algorithm with Large Step Size and Possibly Nonseparable Functions, Alternating Direction Method of Multipliers for Linear Inverse Problems, Convergence analysis of the generalized splitting methods for a class of nonconvex optimization problems, Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators, Douglas-Rachford splitting and ADMM for pathological convex optimization, On the equivalence of the primal-dual hybrid gradient method and Douglas-Rachford splitting, On the asymptotic linear convergence speed of Anderson acceleration applied to ADMM, Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates, ARock: An Algorithmic Framework for Asynchronous Parallel Coordinate Updates, Complexity of linear minimization and projection on some sets, Adaptive Douglas--Rachford Splitting Algorithm for the Sum of Two Operators, On the Global Linear Convergence of the ADMM with MultiBlock Variables, Convergence results of two-step inertial proximal point algorithm, A primal-dual flow for affine constrained convex optimization
