Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers
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Publication:725878
DOI10.1007/S10957-018-1232-6zbMATH Open1433.90112OpenAlexW2788920083MaRDI QIDQ725878FDOQ725878
Authors: M. L. N. Gonçalves, Maicon Marques Alves, J. G. Melo 
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
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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
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Cited In (11)
- 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
- Linear convergence rate for the MDM algorithm for the nearest point problem
- 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
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