The proximal point algorithm (PPA) is classical, and it is implicit in the sense that the resulting proximal subproblems may be as difficult as the original problem. In this paper, we show that with appropriate choices of proximal parameters, the application of PPA to the linearly constrained convex programming can result in easy proximal subproblems. … Read more
Recently, some attractive primal-dual algorithms have been proposed for solving a saddle-point problem, with particular applications in the area of total variation (TV) image restoration. This paper focuses on the convergence analysis of existing primal-dual algorithms and shows that the involved parameters of those primal-dual algorithms (including the step sizes) can be significantly enlarged if … Read more
Alternating direction method (ADM) has been well studied in the context of linearly constrained convex programming problems. Recently, because of its significant efficiency and easy implementation in novel applications, ADM is extended to the case where the number of separable parts is a finite number. The algorithmic framework of the extended method consists of two … Read more
The classical alternating direction method (ADM) has been well studied in the context of linearly constrained convex programming problems and variational inequalities where both the involved operators and constraints are separable into two parts. In particular, recentness has witnessed a number of novel applications arising in diversified areas (e.g. Image Processing and Statistics), for which … Read more