An inexact proximal generalized alternating direction method of multipliers

DOI10.1007/s10589-020-00191-1zbMath1445.90077OpenAlexW3025118237MaRDI QIDQ2191781

Jefferson G. Melo, V. A. Adona, Max L. N. Gonçalves

Publication date: 26 June 2020

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

Full work available at URL: https://doi.org/10.1007/s10589-020-00191-1

zbMATH Keywords

convex programrelative error criteriongeneralized alternating direction method of multipliersergodic iteration-complexitypointwise iteration-complexity

Mathematics Subject Classification ID

Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Numerical optimization and variational techniques (65K10) Monotone operators and generalizations (47H05) Decomposition methods (49M27)

Related Items (4)

On inexact stochastic splitting methods for a class of nonconvex composite optimization problems with relative error ⋮ Inexact generalized ADMM with relative error criteria for linearly constrained convex optimization problems ⋮ On FISTA with a relative error rule ⋮ An inexact ADMM with proximal-indefinite term and larger stepsize

Uses Software

• UCI-ml
• GADMM

Cites Work

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