A revisit of Chen-Teboulle's proximal-based decomposition method

DOI10.3934/JIMO.2023112MaRDI QIDQ6149299zbMATH OpenOpenAlexFDO

Authors Feng Ma

Publication date 5 February 2024

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.11255

zbMATH Keywords

augmented Lagrangianconvex programmingproximal methodlarger step size

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Numerical methods involving duality (49M29)

Abstract: In this paper, we show that Chen-Teboulle's proximal-based decomposition method can be interpreted as a proximal augmented Lagrangian method. More precisely, it coincides with a linearized augmented Lagrangian method. We then proposed three generalized methods based on this interpretation. By invoking recent work (He et al., IMA J. Numer. Anal., 32 (2020), pp. 227--245), we show that the step size condition of Chen-Teboulle's method can be relaxed without adding any further assumptions. Our analysis offers a new insight into this proximal-based decomposition method.

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