Non-stationary Douglas–Rachford and alternating direction method of multipliers: adaptive step-sizes and convergence
Author
Abstract
Suggested Citation
DOI: 10.1007/s10589-019-00106-9
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- B. S. He & H. Yang & S. L. Wang, 2000. "Alternating Direction Method with Self-Adaptive Penalty Parameters for Monotone Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 106(2), pages 337-356, August.
- Jingwei Liang & Jalal Fadili & Gabriel Peyré, 2017. "Local Convergence Properties of Douglas–Rachford and Alternating Direction Method of Multipliers," Journal of Optimization Theory and Applications, Springer, vol. 172(3), pages 874-913, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Angelika Wiegele & Shudian Zhao, 2022. "SDP-based bounds for graph partition via extended ADMM," Computational Optimization and Applications, Springer, vol. 82(1), pages 251-291, May.
- Martina Cerulli & Marianna Santis & Elisabeth Gaar & Angelika Wiegele, 2021. "Improving ADMMs for solving doubly nonnegative programs through dual factorization," 4OR, Springer, vol. 19(3), pages 415-448, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Zhao, Baining & Qian, Tong & Li, Weiwei & Xin, Yanli & Zhao, Wei & Lin, Zekang & Tang, Wenhu & Jin, Xin & Cao, Wangzhang & Pan, Tingzhe, 2024. "Fast distributed co-optimization of electricity and natural gas systems hedging against wind fluctuation and uncertainty," Energy, Elsevier, vol. 298(C).
- Kun Jin & Yevgeniy Vorobeychik & Mingyan Liu, 2021. "Multi-Scale Games: Representing and Solving Games on Networks with Group Structure," Papers 2101.08314, arXiv.org.
- Myungjin Kim & Li Wang & Yuyu Zhou, 2021. "Spatially Varying Coefficient Models with Sign Preservation of the Coefficient Functions," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(3), pages 367-386, September.
- Dolgopolik, Maksim V., 2021. "The alternating direction method of multipliers for finding the distance between ellipsoids," Applied Mathematics and Computation, Elsevier, vol. 409(C).
- Yao, Yu & Zhu, Xiaoning & Dong, Hongyu & Wu, Shengnan & Wu, Hailong & Carol Tong, Lu & Zhou, Xuesong, 2019. "ADMM-based problem decomposition scheme for vehicle routing problem with time windows," Transportation Research Part B: Methodological, Elsevier, vol. 129(C), pages 156-174.
- 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.
- Lijun Xu & Bo Yu & Yin Zhang, 2017. "An alternating direction and projection algorithm for structure-enforced matrix factorization," Computational Optimization and Applications, Springer, vol. 68(2), pages 333-362, November.
- Walaa M. Moursi & Lieven Vandenberghe, 2019. "Douglas–Rachford Splitting for the Sum of a Lipschitz Continuous and a Strongly Monotone Operator," Journal of Optimization Theory and Applications, Springer, vol. 183(1), pages 179-198, October.
- Zheng Peng & Wenxing Zhu, 2013. "An Alternating Direction Method for Nash Equilibrium of Two-Person Games with Alternating Offers," Journal of Optimization Theory and Applications, Springer, vol. 157(2), pages 533-551, May.
- Hou, Yanqiu & Bao, Minglei & Sang, Maosheng & Ding, Yi, 2024. "A market framework to exploit the multi-energy operating reserve of smart energy hubs in the integrated electricity-gas systems," Applied Energy, Elsevier, vol. 357(C).
- Liu, Zhiyuan & Zhang, Honggang & Zhang, Kai & Zhou, Zihan, 2023. "Integrating alternating direction method of multipliers and bush for solving the traffic assignment problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 177(C).
- S. L. Wang & L. Z. Liao, 2001. "Decomposition Method with a Variable Parameter for a Class of Monotone Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 109(2), pages 415-429, May.
- Z. K. Jiang & X. M. Yuan, 2010. "New Parallel Descent-like Method for Solving a Class of Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 145(2), pages 311-323, May.
- Bin Gao & Feng Ma, 2018. "Symmetric Alternating Direction Method with Indefinite Proximal Regularization for Linearly Constrained Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 176(1), pages 178-204, January.
- S. L. Wang & H. Yang & B. S. He, 2001. "Inexact Implicit Method with Variable Parameter for Mixed Monotone Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 111(2), pages 431-443, November.
- Giorgio Costa & Roy H. Kwon, 2020. "Generalized risk parity portfolio optimization: an ADMM approach," Journal of Global Optimization, Springer, vol. 78(1), pages 207-238, September.
- Tan, Jin & Wu, Qiuwei & Wei, Wei & Liu, Feng & Li, Canbing & Zhou, Bin, 2020. "Decentralized robust energy and reserve Co-optimization for multiple integrated electricity and heating systems," Energy, Elsevier, vol. 205(C).
- Yunhai Xiao & Hong Zhu & Soon-Yi Wu, 2013. "Primal and dual alternating direction algorithms for ℓ 1 -ℓ 1 -norm minimization problems in compressive sensing," Computational Optimization and Applications, Springer, vol. 54(2), pages 441-459, March.
- Sharifian, Yeganeh & Abdi, Hamdi, 2024. "Multi-area economic dispatch problem: Methods, uncertainties, and future directions," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
- Wu, Yiqian & Zhang, Xuan & Sun, Hongbin, 2021. "A multi-time-scale autonomous energy trading framework within distribution networks based on blockchain," Applied Energy, Elsevier, vol. 287(C).
More about this item
Keywords
Douglas–Rachford method; Alternating direction methods of multipliers; Maximal monotone inclusions; Adaptive step-size; Non-stationary iteration;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:74:y:2019:i:1:d:10.1007_s10589-019-00106-9. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.