Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers
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Publication:725878
DOI10.1007/s10957-018-1232-6zbMath1433.90112OpenAlexW2788920083MaRDI QIDQ725878
Max L. N. Gonçalves, Jefferson G. Melo, Maicon Marques Alves
Publication date: 2 August 2018
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-018-1232-6
convex programalternating direction method of multipliershybrid proximal extragradient methodvariable metricpointwise and ergodic convergence rates
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) Variational and other types of inclusions (47J22)
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Alternating direction method of multipliers with variable metric indefinite proximal terms for convex optimization ⋮ Iteration-complexity analysis of a generalized alternating direction method of multipliers ⋮ A proximal ADMM with the Broyden family for convex optimization problems ⋮ Some extensions of the operator splitting schemes based on Lagrangian and primal–dual: a unified proximal point analysis ⋮ An inexact proximal generalized alternating direction method of multipliers ⋮ The operator splitting schemes revisited: primal-dual gap and degeneracy reduction by a unified analysis ⋮ Convergence study on the proximal alternating direction method with larger step size ⋮ An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization ⋮ Preconditioned Douglas-Rachford type primal-dual method for solving composite monotone inclusion problems with applications ⋮ A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis
Uses Software
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