Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming-Reference-Cited by-同舟云学术

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Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming

Published:2018-05 Issue:2 Volume:43 Page:622-637
ISSN:0364-765X
Container-title:Mathematics of Operations Research
language:en
Short-container-title:Mathematics of OR

Author:

Han Deren¹,Sun Defeng²^ORCID,Zhang Liwei³

Affiliation:

1. School of Mathematical Sciences, Key Laboratory for NSLSCS of Jiangsu Province, Nanjing Normal University, Nanjing 210023, China

2. Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Hong Kong

3. School of Mathematical Sciences, Dalian University of Technology, Dalian 116023, China

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications,General Mathematics

Reference39 articles.

1. Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs

2. Perturbation Analysis of Optimization Problems

3. Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

4. The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent

5. An efficient inexact symmetric Gauss–Seidel based majorized ADMM for high-dimensional convex composite conic programming

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