multiple blocks

A Modified Proximal Symmetric ADMM for Multi-Block Separable Convex Optimization with Linear Constraints

  • Yuan Shen
  • Xiayang Zhang
  • Yannian Zuo
    • Categories Convex Optimization Tags , , ,

    We consider the linearly constrained separable convex optimization problem whose objective function is separable w.r.t. $m$ blocks of variables. A bunch of methods have been proposed and well studied. Specifically, a modified strictly contractive Peaceman-Rachford splitting method (SC-PRCM) has been well studied in the literature for the special case of $m=3$. Based on the modified … Read more

    A Partial PPa S-ADMM for Multi-Block for Separable Convex Optimization with Linear Constraints

  • Yuan Shen
  • Aolin Yu
  • Yannian Zuo
    • Categories Convex Optimization Tags , , , ,

    The symmetric alternating direction method of multipliers (S-ADMM) is a classical effective method for solving two-block separable convex optimization. However, its convergence may not be guaranteed for multi-block case providing there is no additional assumptions. In this paper, we propose a partial PPa S-ADMM (referred as P3SADMM), which updates the Lagrange multiplier twice with suitable … Read more

    Generalized Symmetric ADMM for Separable Convex Optimization

  • Jianchao Bai
  • Jicheng Li
  • Fengmin Xu
  • Hongchao Zhang
    • Categories Convex Optimization, Global Optimization Theory Tags , , , , , ,

    The Alternating Direction Method of Multipliers (ADMM) has been proved to be effective for solving separable convex optimization subject to linear constraints. In this paper, we propose a Generalized Symmetric ADMM (GS-ADMM), which updates the Lagrange multiplier twice with suitable stepsizes, to solve the multi-block separable convex programming. This GS-ADMM partitions the data into two … Read more