The dual step size of the alternating direction method can be larger than 1.618 when one function is strongly convex

DOI10.3934/jimo.2020016zbMath1476.65113OpenAlexW3000202914MaRDI QIDQ1983679

Jiansheng Shu, Yaxiong Li, Feng Ma, Jian Wu

Publication date: 10 September 2021

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2020016

zbMATH Keywords

convergence analysisconvex programmingalternating direction method of multiplierslarger step size

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10)

Uses Software

• RecPF
• LMaFit

Cites Work

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• On Alternating Direction Methods of Multipliers: A Historical Perspective
• Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization
• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent

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