Raymond Chan

Inertial Proximal ADMM for Linearly Constrained Separable Convex Optimization

  • Raymond Chan
  • Caihua Chen
  • Shiqian Ma
  • Junfeng Yang
    • Categories Convex Optimization Tags , , , ,

    The \emph{alternating direction method of multipliers} (ADMM) is a popular and efficient first-order method that has recently found numerous applications, and the proximal ADMM is an important variant of it. The main contributions of this paper are the proposition and the analysis of a class of inertial proximal ADMMs, which unify the basic ideas of … Read more

    Inertial primal-dual algorithms for structured convex optimization

  • Raymond Chan
  • Shiqian Ma
  • Junfeng Yang
    • Categories Convex and Nonsmooth Optimization Tags , , , , , ,

    The primal-dual algorithm recently proposed by Chambolle \& Pock (abbreviated as CPA) for structured convex optimization is very efficient and popular. It was shown by Chambolle \& Pock in \cite{CP11} and also by Shefi \& Teboulle in \cite{ST14} that CPA and variants are closely related to preconditioned versions of the popular alternating direction method of … Read more