Split-Douglas--Rachford Algorithm for Composite Monotone Inclusions and Split-ADMM
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Publication:5013586
DOI10.1137/21M1395144MaRDI QIDQ5013586
Fernando Roldán, Luis M. Briceño-Arias
Publication date: 1 December 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.11683
ADMMconvex optimizationDouglas-Rachford splittingsplitting algorithmsmonotone operator theoryfixed point iterationsquasinonexpansive operators
Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical methods involving duality (49M29) Monotone operators and generalizations (47H05) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Numerical methods for variational inequalities and related problems (65K15)
Related Items (5)
Nonlinear forward-backward splitting with momentum correction ⋮ Understanding the convergence of the preconditioned PDHG method: a view of indefinite proximal ADMM ⋮ Resolvent of the parallel composition and the proximity operator of the infimal postcomposition ⋮ Primal-dual splittings as fixed point iterations in the range of linear operators ⋮ Degenerate Preconditioned Proximal Point Algorithms
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