Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers
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Publication:725878
DOI10.1007/s10957-018-1232-6zbMath1433.90112MaRDI QIDQ725878
Max L. N. Gonçalves, Jefferson 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
convex program; alternating direction method of multipliers; hybrid proximal extragradient method; variable metric; pointwise and ergodic convergence rates
90C25: Convex programming
90C60: Abstract computational complexity for mathematical programming problems
65K10: Numerical optimization and variational techniques
47H05: Monotone operators and generalizations
49M27: Decomposition methods
47J22: Variational and other types of inclusions
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Some extensions of the operator splitting schemes based on Lagrangian and primal–dual: a unified proximal point analysis, Alternating direction method of multipliers with variable metric indefinite proximal terms for convex optimization, An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization, Preconditioned Douglas-Rachford type primal-dual method for solving composite monotone inclusion problems with applications, An inexact proximal generalized alternating direction method of multipliers, Convergence study on the proximal alternating direction method with larger step size, A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis, Iteration-complexity analysis of a generalized alternating direction method of multipliers, A proximal ADMM with the Broyden family for convex optimization problems
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Cites Work
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