Convergence analysis on a modified generalized alternating direction method of multipliers

DOI10.1186/S13660-018-1721-ZzbMath1497.90151OpenAlexW2807644700WikidataQ55245979 ScholiaQ55245979MaRDI QIDQ824590

Sha Lu, Zeng-xin Wei

Publication date: 15 December 2021

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-018-1721-z

zbMATH Keywords

convex optimizationaugmented Lagrangian functionalternating direction method of multiplierssemi-proximal terms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Variational inequalities (49J40)

Cites Work

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• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• A new inexact alternating directions method for monotone variational inequalities
• A generalized alternating direction method of multipliers with semi-proximal terms for convex composite conic programming
• Hankel Matrix Rank Minimization with Applications to System Identification and Realization
• On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
• Variational Analysis
• Block-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and Beyond
• On Alternating Direction Methods of Multipliers: A Historical Perspective
• Convex Analysis

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