On inexact ADMMs with relative error criteria

DOI10.1007/s10589-018-0022-2zbMath1414.90275OpenAlexW2883652595WikidataQ129497622 ScholiaQ129497622MaRDI QIDQ1756581

Jiaxin Xie

Publication date: 21 December 2018

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-018-0022-2

zbMATH Keywords

alternating direction method of multipliers (ADMM)inexactnesslarge step-lengthrelative error criteria

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

Related Items (8)

A survey on some recent developments of alternating direction method of multipliers ⋮ Approximate customized proximal point algorithms for separable convex optimization ⋮ Inexact generalized ADMM with relative error criteria for linearly constrained convex optimization problems ⋮ A first-order inexact primal-dual algorithm for a class of convex-concave saddle point problems ⋮ An inexact symmetric ADMM algorithm with indefinite proximal term for sparse signal recovery and image restoration problems ⋮ Approximate first-order primal-dual algorithms for saddle point problems ⋮ On the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite Programming ⋮ A partially inexact ADMM with o(1/n) asymptotic convergence rate, 𝒪(1/n) complexity, and immediate relative error tolerance

Uses Software

• CSparse

Cites Work

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