Convergence analysis on a modified generalized alternating direction method of multipliers

Convergence analysis on a modified generalized alternating direction method of multipliers

Abstract The alternating direction method of multipliers (ADMM) is one of the most powerful and successful methods for solving convex composite minimization problem. The generalized ADMM relaxes both the variables and the multipliers with a common relaxation factor in (0,2) $(0,2)$, which has the po...

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Bibliographic Details
Main Authors: Sha Lu, Zengxin Wei
Format: Article
Language:English
Published: SpringerOpen 2018-06-01
Series:Journal of Inequalities and Applications
Subjects:
Convex optimization
Augmented Lagrangian function
Alternating direction method of multipliers
Semi-proximal terms
Online Access:http://link.springer.com/article/10.1186/s13660-018-1721-z

Internet

http://link.springer.com/article/10.1186/s13660-018-1721-z

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