A Peaceman-Rachford splitting sequential quadratic programming method with double step-lengths for two-block nonconvex optimization
Author:
Publisher
Science China Press., Co. Ltd.
Subject
General Mathematics
Link
https://engine.scichina.com/doi/pdf/A31018FCB9C64DBDB2DC3471047159F0
Reference49 articles.
1. Peaceman D W, Rachford Jr H H. The numerical solution of parabolic and elliptic differential equations. J Soc Indust Appl Math, 1955, 3: 28-41.
2. Douglas J, Rachford H H. On the numerical solution of heat conduction problems in two and three space variables. Trans Amer Math Soc, 1956, 82: 421-439.
3. He B S, Yuan X M. On the $O(1/n)$ convergence rate of the Douglas-Rachford alternating direction method. SIAM J Numer Anal, 2012, 50: 700-709.
4. Han D R, Yuan X M. Local linear convergence of the alternating direction method of multipliers for quadratic programs. SIAM J Numer Anal, 2013, 51: 3446-3457.
5. Monteiro R D C, Svaiter B F. Iteration-complexity of block-decomposition algorithms and the alternating direction method of multipliers. SIAM J Optim, 2013, 23: 475-507.
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1. Monotone Splitting SQP Algorithms for Two-block Nonconvex Optimization Problems with General Linear Constraints and Applications;Journal of the Operations Research Society of China;2024-01-18
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