A Proximal Alternating Direction Method of Multipliers with a Substitution Procedure
Keyword(s):
In this paper, we considers the separable convex programming problem with linear constraints. Its objective function is the sum of m individual blocks with nonoverlapping variables and each block consists of two functions: one is smooth convex and the other one is convex. For the general case m≥3, we present a gradient-based alternating direction method of multipliers with a substitution. For the proposed algorithm, we prove its convergence via the analytic framework of contractive-type methods and derive a worst-case O1/t convergence rate in nonergodic sense. Finally, some preliminary numerical results are reported to support the efficiency of the proposed algorithm.
2015 ◽
Vol 32
(03)
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pp. 1550011
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2017 ◽
Vol 42
(3)
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pp. 662-691
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Keyword(s):
2017 ◽
Vol 34
(06)
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pp. 1750030
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2021 ◽
2017 ◽
Vol 2017
(1)
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2013 ◽
Vol 3
(2)
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pp. 247-260
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2019 ◽
Vol 357
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pp. 251-272
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1992 ◽
Vol 1
(1)
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pp. 93-111
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