The generalized proximal point algorithm with step size 2 is not necessarily convergent

DOI10.1007/S10589-018-9992-3zbMATH Open1393.90088OpenAlexW2790975433MaRDI QIDQ721955FDOQ721955

Publication date: 20 July 2018

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-018-9992-3

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zbMATH Keywords

alternating direction method of multipliers convergence step size proximal point algorithm augmented Lagrangian method Peaceman-Rachford splitting method forward-backward splitting method

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30)

Cites Work

Generalized alternating direction method of multipliers: new theoretical insights and applications
Parallel alternating direction multiplier decomposition of convex programs
On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
Splitting Algorithms for the Sum of Two Nonlinear Operators
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Multiplier and gradient methods
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Proximité et dualité dans un espace hilbertien
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Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
On the Convergence of the Proximal Point Algorithm for Convex Minimization
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Convergence of Proximal-Like Algorithms
Alternating direction augmented Lagrangian methods for semidefinite programming
On the Convergence of Pattern Search Algorithms
The Numerical Solution of Parabolic and Elliptic Differential Equations
Modified Lagrangians in convex programming and their generalizations
Convergence rate analysis of several splitting schemes
Optimization of extrapolated Cayley transform with non-Hermitian positive definite matrix
A generalized proximal point algorithm and its convergence rate
On the optimal linear convergence rate of a generalized proximal point algorithm

Cited In (7)

Generalized Peaceman-Rachford splitting method with substitution for convex programming
A generalized proximal point algorithm and its convergence rate
Discerning the linear convergence of ADMM for structured convex optimization through the lens of variational analysis
Equivalent resolvents of Douglas-Rachford splitting and other operator splitting algorithms: a unified degenerate proximal point analysis
An indefinite proximal Peaceman-Rachford splitting method with substitution procedure for convex programming
Generalized proximal point algorithms with correction terms and extrapolation
On Glowinski's open question on the alternating direction method of multipliers

Uses Software

GADMM

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