Approximate ADMM algorithms derived from Lagrangian splitting
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DOI: 10.1007/s10589-017-9911-z
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- Dettling, Marcel & Bühlmann, Peter, 2004. "Finding predictive gene groups from microarray data," Journal of Multivariate Analysis, Elsevier, vol. 90(1), pages 106-131, July.
- M. V. Solodov & B. F. Svaiter, 2000. "An Inexact Hybrid Generalized Proximal Point Algorithm and Some New Results on the Theory of Bregman Functions," Mathematics of Operations Research, INFORMS, vol. 25(2), pages 214-230, May.
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Cited by:
- Bingsheng He & Feng Ma & Xiaoming Yuan, 2020. "Optimally linearizing the alternating direction method of multipliers for convex programming," Computational Optimization and Applications, Springer, vol. 75(2), pages 361-388, March.
- Jiaxin Xie, 2018. "On inexact ADMMs with relative error criteria," Computational Optimization and Applications, Springer, vol. 71(3), pages 743-765, December.
- William W. Hager & Hongchao Zhang, 2019. "Inexact alternating direction methods of multipliers for separable convex optimization," Computational Optimization and Applications, Springer, vol. 73(1), pages 201-235, May.
- M. Marques Alves & Jonathan Eckstein & Marina Geremia & Jefferson G. Melo, 2020. "Relative-error inertial-relaxed inexact versions of Douglas-Rachford and ADMM splitting algorithms," Computational Optimization and Applications, Springer, vol. 75(2), pages 389-422, March.
- William W. Hager & Hongchao Zhang, 2020. "Convergence rates for an inexact ADMM applied to separable convex optimization," Computational Optimization and Applications, Springer, vol. 77(3), pages 729-754, December.
- Vando A. Adona & Max L. N. Gonçalves & Jefferson G. Melo, 2019. "A Partially Inexact Proximal Alternating Direction Method of Multipliers and Its Iteration-Complexity Analysis," Journal of Optimization Theory and Applications, Springer, vol. 182(2), pages 640-666, August.
- Yunier Bello-Cruz & Max L. N. Gonçalves & Nathan Krislock, 2023. "On FISTA with a relative error rule," Computational Optimization and Applications, Springer, vol. 84(2), pages 295-318, March.
- V. A. Adona & M. L. N. Gonçalves & J. G. Melo, 2020. "An inexact proximal generalized alternating direction method of multipliers," Computational Optimization and Applications, Springer, vol. 76(3), pages 621-647, July.
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Keywords
Alternating direction method of multipliers; Convex programming; Decomposition methods;All these keywords.
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