On the Global and Linear Convergence of the Generalized Alternating Direction Method of Multipliers
DOI: 10.1007/S10915-015-0048-X
关键词:
摘要: The formulation $$\begin{aligned} \min _{x,y} ~f(x)+g(y),\quad \text{ subject } \text{ to } Ax+By=b, \end{aligned}$$ min x , y f ( x ) + g ( y ) , subject to A x + B y = b , where f and g are …
acm.org
rice.edu
springer.com
optimization-online.org 参考文章(39)
D. Gabay, Chapter IX Applications of the Method of Multipliers to Variational Inequalities Studies in Mathematics and Its Applications. ,vol. 15, pp. 299- 331 ,(1983) , 10.1016/S0168-2024(08)70034-1
Jerry M. Mendel, Maximum-Likelihood Deconvolution: A Journey into Model-Based Signal Processing ,(1990)
Damek Davis, Wotao Yin, Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions Mathematics of Operations Research. ,vol. 42, pp. 783- 805 ,(2017) , 10.1287/MOOR.2016.0827
Donald Goldfarb, Shiqian Ma, Fast Multiple-Splitting Algorithms for Convex Optimization SIAM Journal on Optimization. ,vol. 22, pp. 533- 556 ,(2012) , 10.1137/090780705
Yilun Wang, Junfeng Yang, Wotao Yin, Yin Zhang, A New Alternating Minimization Algorithm for Total Variation Image Reconstruction Siam Journal on Imaging Sciences. ,vol. 1, pp. 248- 272 ,(2008) , 10.1137/080724265
Bingsheng He, Xiaoming Yuan, On the $O(1/n)$ Convergence Rate of the Douglas-Rachford Alternating Direction Method SIAM Journal on Numerical Analysis. ,vol. 50, pp. 700- 709 ,(2012) , 10.1137/110836936
Jim Douglas, H. H. Rachford, On the numerical solution of heat conduction problems in two and three space variables Transactions of the American Mathematical Society. ,vol. 82, pp. 421- 439 ,(1956) , 10.1090/S0002-9947-1956-0084194-4
Donald Goldfarb, Shiqian Ma, Katya Scheinberg, Fast alternating linearization methods for minimizing the sum of two convex functions Mathematical Programming. ,vol. 141, pp. 349- 382 ,(2013) , 10.1007/S10107-012-0530-2
Xiaoqun Zhang, Martin Burger, Stanley Osher, A Unified Primal-Dual Algorithm Framework Based on Bregman Iteration Journal of Scientific Computing. ,vol. 46, pp. 20- 46 ,(2011) , 10.1007/S10915-010-9408-8
P. L. Lions, B. Mercier, Splitting Algorithms for the Sum of Two Nonlinear Operators SIAM Journal on Numerical Analysis. ,vol. 16, pp. 964- 979 ,(1979) , 10.1137/0716071