Accelerated stochastic Peaceman-Rachford method for empirical risk minimization

DOI10.1007/S40305-023-00470-8OpenAlexW4362556765MaRDI QIDQ6151004FDOQ6151004

Authors Jianchao Bai, Fengmiao Bian, Xiaokai Chang, Lin Du

Publication date 9 February 2024

Published in Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40305-023-00470-8

zbMATH Keywords

convex optimizationcomplexityempirical risk minimizationindefinite proximal termstochastic Peaceman-Rachford method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20)

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Cites work

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• Convergence analysis of positive-indefinite proximal ADMM with a Glowinski's relaxation factor
• Convergence study of indefinite proximal ADMM with a relaxation factor
• Convergence study on the symmetric version of ADMM with larger step sizes
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Generalized Peaceman-Rachford splitting method with substitution for convex programming
• Generalized alternating direction method of multipliers: new theoretical insights and applications
• Generalized symmetric ADMM for separable convex optimization
• Iteration complexity analysis of a partial LQP-based alternating direction method of multipliers
• Linearized symmetric multi-block ADMM with indefinite proximal regularization and optimal proximal parameter
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• On the convergence rate of inexact majorized sGS ADMM with indefinite proximal terms for convex composite programming
• Optimal proximal augmented Lagrangian method and its application to full Jacobian splitting for multi-block separable convex minimization problems
• Optimally linearizing the alternating direction method of multipliers for convex programming
• Self equivalence of the alternating direction method of multipliers
• Stochastic primal dual fixed point method for composite optimization
• Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization
• The Numerical Solution of Parabolic and Elliptic Differential Equations

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