Convergence analysis of split-Douglas-Rachford algorithm and a novel preconditioned ADMM with an improved condition

DOI10.4208/NMTMA.OA-2023-0113MaRDI QIDQ6662409zbMATH OpenFDO

Authors Maoran Wang, Xing-Ju Cai, Yongxin Chen

Publication date 14 January 2025

Published in Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/NMTMA.OA-2023-0113

zbMATH Keywords

improved convergence conditionpreconditioned ADMMprimal-dual monotone inclusion problemsplit-Douglas-Rachford algorithmsublinear convergence rate

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Minimax problems in mathematical programming (90C47)

Cites work

• \(O(1/t)\) complexity analysis of the generalized alternating direction method of multipliers
• A first-order primal-dual algorithm for convex problems with applications to imaging
• A generalized primal-dual algorithm with improved convergence condition for saddle point problems
• A monotone+skew splitting model for composite monotone inclusions in duality
• A primal-dual prediction-correction algorithm for saddle point optimization
• A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
• A splitting algorithm for dual monotone inclusions involving cocoercive operators
• Acceleration of primal-dual methods by preconditioning and simple subproblem procedures
• Alternating direction method for covariance selection models
• An algorithm for total variation minimization and applications
• An improved first-order primal-dual algorithm with a new correction step
• An introduction to continuous optimization for imaging
• Atomic decomposition by basis pursuit
• Convergence analysis of primal-dual algorithms for a saddle-point problem: from contraction perspective
• Convex analysis and monotone operator theory in Hilbert spaces
• Discrete Cosine Transform
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• First-Order Methods for Sparse Covariance Selection
• From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
• scientific article; zbMATH DE number 992990 (Why is no real title available?)
• scientific article; zbMATH DE number 979133 (Why is no real title available?)
• scientific article; zbMATH DE number 204193 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• scientific article; zbMATH DE number 967071 (Why is no real title available?)
• Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
• On the convergence of primal-dual hybrid gradient algorithm
• Optimally linearizing the alternating direction method of multipliers for convex programming
• Smooth Optimization Approach for Sparse Covariance Selection
• Solving non-additive traffic assignment problems: a descent method for co-coercive variational inequalities
• Solving saddle point problems: a landscape of primal-dual algorithm with larger stepsizes
• Split-Douglas-Rachford algorithm for composite monotone inclusions and split-ADMM
• Understanding the convergence of the preconditioned PDHG method: a view of indefinite proximal ADMM
• Variable metric forward-backward splitting with applications to monotone inclusions in duality

This page was built for publication: Convergence analysis of split-Douglas-Rachford algorithm and a novel preconditioned ADMM with an improved condition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6662409)