Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs
From MaRDI portal
Publication:5408216
DOI10.1137/120878951zbMath1288.65086OpenAlexW1990615478MaRDI QIDQ5408216
Publication date: 9 April 2014
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/120878951
convergencelinear programmingquadratic programmingalternating direction method of multiplierslarge-scale convex optimization
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Linear programming (90C05)
Related Items (60)
A primal‐dual active‐set method for distributed model predictive control ⋮ Local R-linear convergence of ADMM-based algorithm for \(\ell_1\)-norm minimization with linear and box constraints ⋮ A survey on some recent developments of alternating direction method of multipliers ⋮ Partial Error Bound Conditions and the Linear Convergence Rate of the Alternating Direction Method of Multipliers ⋮ Sensitivity Analysis for Mirror-Stratifiable Convex Functions ⋮ Local Linear Convergence of the ADMM/Douglas--Rachford Algorithms without Strong Convexity and Application to Statistical Imaging ⋮ Iteration complexity analysis of multi-block ADMM for a family of convex minimization without strong convexity ⋮ Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM ⋮ On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function ⋮ Local convergence properties of Douglas-Rachford and alternating direction method of multipliers ⋮ Alternating proximal gradient method for convex minimization ⋮ An active set Newton-CG method for \(\ell_1\) optimization ⋮ Global convergence of unmodified 3-block ADMM for a class of convex minimization problems ⋮ On the information-adaptive variants of the ADMM: an iteration complexity perspective ⋮ Linearly Constrained Nonsmooth Optimization for Training Autoencoders ⋮ On the sublinear convergence rate of multi-block ADMM ⋮ Tight global linear convergence rate bounds for Douglas-Rachford splitting ⋮ Modified ADMM algorithm for solving proximal bound formulation of multi-delay optimal control problem with bounded control ⋮ An inexact quasi-Newton algorithm for large-scale \(\ell_1\) optimization with box constraints ⋮ Distributed estimation of Laplacian eigenvalues via constrained consensus optimization problems ⋮ A preconditioned conjugate gradient method with active set strategy for \(\ell_1\)-regularized least squares ⋮ Convergence of ADMM for multi-block nonconvex separable optimization models ⋮ A Restricted Dual Peaceman-Rachford Splitting Method for a Strengthened DNN Relaxation for QAP ⋮ \(O(1/t)\) complexity analysis of the generalized alternating direction method of multipliers ⋮ Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework ⋮ Gradient-based method with active set strategy for $\ell _1$ optimization ⋮ A flexible ADMM algorithm for big data applications ⋮ First-order algorithms for convex optimization with nonseparable objective and coupled constraints ⋮ An alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rate ⋮ On Glowinski's open question on the alternating direction method of multipliers ⋮ Douglas-Rachford splitting algorithm for solving state-dependent maximal monotone inclusions ⋮ Activity Identification and Local Linear Convergence of Douglas–Rachford/ADMM under Partial Smoothness ⋮ A general system for heuristic minimization of convex functions over non-convex sets ⋮ On the optimal linear convergence rate of a generalized proximal point algorithm ⋮ Local linear convergence of an ADMM-type splitting framework for equality constrained optimization ⋮ Comparison of several fast algorithms for projection onto an ellipsoid ⋮ On the linear convergence of the alternating direction method of multipliers ⋮ An inexact alternating direction method of multipliers with relative error criteria ⋮ Accelerated primal-dual proximal block coordinate updating methods for constrained convex optimization ⋮ Alternating direction multiplier method for matrix \(l_{2,1}\)-norm optimization in multitask feature learning problems ⋮ Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis ⋮ Local linear convergence analysis of Primal–Dual splitting methods ⋮ Infeasibility detection in the alternating direction method of multipliers for convex optimization ⋮ Local linear convergence of the alternating direction method of multipliers for nonconvex separable optimization problems ⋮ Alternating direction method of multipliers with difference of convex functions ⋮ Linear Convergence of the Alternating Direction Method of Multipliers for a Class of Convex Optimization Problems ⋮ A simple effective heuristic for embedded mixed-integer quadratic programming ⋮ Generalized alternating direction method of multipliers: new theoretical insights and applications ⋮ Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming ⋮ A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization ⋮ Convergence of alternating direction method for minimizing sum of two nonconvex functions with linear constraints ⋮ Accelerated alternating direction method of multipliers: an optimal \(O(1 / K)\) nonergodic analysis ⋮ Randomized primal-dual proximal block coordinate updates ⋮ A fast conjugate gradient algorithm with active set prediction for ℓ1 optimization ⋮ On the Global Linear Convergence of the ADMM with MultiBlock Variables ⋮ Convergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimization ⋮ On electricity market equilibria with storage: modeling, uniqueness, and a distributed ADMM ⋮ On the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite Programming ⋮ An inexact accelerated stochastic ADMM for separable convex optimization ⋮ Nomonotone spectral gradient method for sparse recovery
Uses Software
This page was built for publication: Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs