Local linear convergence of the alternating direction method of multipliers on quadratic or linear programs

Numerical mathematical programming methods (65K05) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20)

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Cited in

(69)

Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM
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
Tight global linear convergence rate bounds for Douglas-Rachford splitting
Convergence of ADMM for multi-block nonconvex separable optimization models
A flexible ADMM algorithm for big data applications
First-order algorithms for convex optimization with nonseparable objective and coupled constraints
On Glowinski's open question on the alternating direction method of multipliers
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
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
On the conditions for the finite termination of ADMM and its applications to SOS polynomials feasibility problems
Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis
Local linear convergence of the alternating direction method of multipliers for nonconvex separable optimization problems
Convergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimization
An inexact accelerated stochastic ADMM for separable convex optimization
A survey on some recent developments of alternating direction method of multipliers
Douglas-Rachford splitting algorithm for solving state-dependent maximal monotone inclusions
Local linear convergence of an ADMM-type splitting framework for equality constrained optimization
Infeasibility detection in the alternating direction method of multipliers for convex optimization
Accelerated alternating direction method of multipliers: an optimal \(O(1 / K)\) nonergodic analysis
Randomized primal-dual proximal block coordinate updates
On electricity market equilibria with storage: modeling, uniqueness, and a distributed 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
A preconditioned conjugate gradient method with active set strategy for \(\ell_1\)-regularized least squares
\(O(1/t)\) complexity analysis of the generalized alternating direction method of multipliers
Generalized alternating direction method of multipliers: new theoretical insights and applications
Nomonotone spectral gradient method for sparse recovery
An active set Newton-CG method for \(\ell_1\) optimization
Linear convergence of the alternating direction method of multipliers for a class of convex optimization problems
On local convergence of alternating schemes for optimization of convex problems in the tensor train format
Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework
Partial error bound conditions and the linear convergence rate of the alternating direction method of multipliers
Local linear convergence of the ADMM/Douglas-Rachford algorithms without strong convexity and application to statistical imaging
Activity identification and local linear convergence of Douglas-Rachford/ADMM under partial smoothness
Iteration complexity analysis of multi-block ADMM for a family of convex minimization without strong convexity
A block successive upper-bound minimization method of multipliers for linearly constrained convex optimization
Modified ADMM algorithm for solving proximal bound formulation of multi-delay optimal control problem with bounded control
On the local quadratic convergence of the primal–dual augmented Lagrangian method
Sensitivity analysis for mirror-stratifiable convex functions
Gradient-based method with active set strategy for \(\ell _1\) optimization
An alternating direction method of multipliers with a worst-case \(O(1/n^2)\) convergence rate
A general system for heuristic minimization of convex functions over non-convex sets
Convergence of alternating direction method for minimizing sum of two nonconvex functions with linear constraints
On the convergence rate of inexact majorized sGS ADMM with indefinite proximal terms for convex composite programming
scientific article; zbMATH DE number 7635261 (Why is no real title available?)
Linearly constrained nonsmooth optimization for training autoencoders
A Restricted Dual Peaceman-Rachford Splitting Method for a Strengthened DNN Relaxation for QAP
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
A simple effective heuristic for embedded mixed-integer quadratic programming
Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
A fast conjugate gradient algorithm with active set prediction for ℓ₁ optimization
A primal-dual active-set method for distributed model predictive control
Local Linear Convergence of the Alternating Direction Method of Multipliers for Quadratic Programs
On the Global Linear Convergence of the ADMM with MultiBlock Variables
Local linear convergence analysis of primal-dual splitting methods
An inexact quasi-Newton algorithm for large-scale \(\ell_1\) optimization with box constraints
Data-informed regularization for inverse and imaging problems
Data-driven performance guarantees for classical and learned optimizers
Bregman ADMM: a new algorithm for nonconvex optimization with linear constraints
Alternating direction method of multipliers with difference of convex functions
Local R-linear convergence of ADMM-based algorithm for _1-norm minimization with linear and box constraints
On the sublinear convergence rate of multi-block ADMM
Distributed estimation of Laplacian eigenvalues via constrained consensus optimization problems

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