Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers
DOI10.1007/S10957-018-1232-6zbMATH Open1433.90112OpenAlexW2788920083MaRDI QIDQ725878FDOQ725878
M. L. N. Gonçalves, J. G. Melo, Maicon Marques Alves
Publication date: 2 August 2018
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-018-1232-6
alternating direction method of multipliershybrid proximal extragradient methodvariable metricconvex programpointwise and ergodic convergence rates
Numerical optimization and variational techniques (65K10) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Monotone operators and generalizations (47H05) Variational and other types of inclusions (47J22) Decomposition methods (49M27)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Generalized alternating direction method of multipliers: new theoretical insights and applications
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- Alternating direction method with self-adaptive penalty parameters for monotone variational inequalities
- On the global and linear convergence of the generalized alternating direction method of multipliers
- On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
- Convex Analysis
- Hankel matrix rank minimization with applications to system identification and realization
- Enlargement of monotone operators with applications to variational inequalities
- A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
- A first-order primal-dual algorithm for convex problems with applications to imaging
- On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean
- Complexity of Variants of Tseng's Modified F-B Splitting and Korpelevich's Methods for Hemivariational Inequalities with Applications to Saddle-point and Convex Optimization Problems
- Bregmanized Nonlocal Regularization for Deconvolution and Sparse Reconstruction
- Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers
- A new inexact alternating directions method for monotone variational inequalities
- On the maximal monotonicity of subdifferential mappings
- A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework
- Rate of Convergence Analysis of Decomposition Methods Based on the Proximal Method of Multipliers for Convex Minimization
- Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
- A Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming
- On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
- On the convergence properties of a majorized alternating direction method of multipliers for linearly constrained convex optimization problems with coupled objective functions
- Convergence Rate Analysis of Several Splitting Schemes
- A Class of Inexact Variable Metric Proximal Point Algorithms
- An extragradient-based alternating direction method for convex minimization
- An Accelerated Linearized Alternating Direction Method of Multipliers
- An \(\mathcal O(1/{k})\) convergence rate for the variable stepsize Bregman operator splitting algorithm
- Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework
- An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems
- Regularized HPE-Type Methods for Solving Monotone Inclusions with Improved Pointwise Iteration-Complexity Bounds
Cited In (10)
- An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization
- Alternating direction method of multipliers with variable metric indefinite proximal terms for convex optimization
- Iteration-complexity analysis of a generalized alternating direction method of multipliers
- Some extensions of the operator splitting schemes based on Lagrangian and primal–dual: a unified proximal point analysis
- The operator splitting schemes revisited: primal-dual gap and degeneracy reduction by a unified analysis
- A proximal ADMM with the Broyden family for convex optimization problems
- An inexact proximal generalized alternating direction method of multipliers
- A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis
- Convergence study on the proximal alternating direction method with larger step size
- Preconditioned Douglas-Rachford type primal-dual method for solving composite monotone inclusion problems with applications
Uses Software
This page was built for publication: Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q725878)
