Local convergence properties of Douglas-Rachford and alternating direction method of multipliers

DOI10.1007/s10957-017-1061-zzbMath1362.65065OpenAlexW2580889931MaRDI QIDQ2397468

Jingwei Liang, Gabriel Peyré, Jalal Fadili

Publication date: 22 May 2017

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

Full work available at URL: https://doi.org/10.1007/s10957-017-1061-z

zbMATH Keywords

ADMMDouglas-Rachfordlocal linear convergencepartial smoothnessfinite activity identification

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52)

Related Items (12)

A new randomized primal-dual algorithm for convex optimization with fast last iterate convergence rates ⋮ Sensitivity Analysis for Mirror-Stratifiable Convex Functions ⋮ Unnamed Item ⋮ Nonmonotone globalization for Anderson acceleration via adaptive regularization ⋮ Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming ⋮ On the Finite Convergence of the Douglas--Rachford Algorithm for Solving (Not Necessarily Convex) Feasibility Problems in Euclidean Spaces ⋮ Local linear convergence analysis of Primal–Dual splitting methods ⋮ Douglas-Rachford splitting for the sum of a Lipschitz continuous and a strongly monotone operator ⋮ Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates ⋮ Convergence rates of forward-Douglas-Rachford splitting method ⋮ Non-stationary Douglas-Rachford and alternating direction method of multipliers: adaptive step-sizes and convergence ⋮ Convergence Analysis of Douglas--Rachford Splitting Method for “Strongly + Weakly” Convex Programming

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