An inexact parallel splitting augmented Lagrangian method for large system of linear equations

DOI10.1016/J.AMC.2010.03.018MaRDI QIDQ972939zbMATHOpenAlexFDO

Authors Zheng Peng, Donghua Wu

Publication date 21 May 2010

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2010.03.018

zbMATH Keywords

complexityiterative methodmatrix decompositionsystem of linear equationsinexact parallel splitting augmented Lagrangian method

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20) Iterative numerical methods for linear systems (65F10)

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Cites work

• scientific article; zbMATH DE number 45081 (Why is no real title available?)
• scientific article; zbMATH DE number 1460605 (Why is no real title available?)
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• A general framework of contraction methods for monotone variational inequalities
• A new method for a class of linear variational inequalities
• A unified framework for the construction of various matrix multisplitting iterative methods for large sparse system of linear equations
• Accelerated Overrelaxation Method
• Application of the alternating direction method of multipliers to separable convex programming problems
• Convergence conditions for splitting iteration methods for non-Hermitian linear systems
• Convergence of parallel multisplitting iterative methods for M-matrices
• Convergence of relaxed parallel multisplitting methods
• Models of asynchronous parallel matrix multisplitting relaxed iterations
• New convergence results for alternating methods
• Numerical Linear Algebra
• On inexact Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems
• On the convergence of additive and multiplicative splitting iterations for systems of linear equations
• On the convergence of parallel nonstationary multisplitting iteration methods.
• Parallel splitting augmented Lagrangian methods for monotone structured variational inequalities
• Solution and applications of a class of general linear variational inequalities

Cited in

(6)

• A homotopy alternating direction method of multipliers for linearly constrained separable convex optimization
• Minimal residual based iterative methods and its parallel implementation for sparse linear systems
• A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
• A partial parallel splitting augmented Lagrangian method for solving constrained matrix optimization problems
• Communication protocols for options and results in a distributed optimization environment
• Prediction-correction matrix splitting iteration algorithm for a class of large and sparse linear systems

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