relative error criterion

An inexact version of the symmetric proximal ADMM for solving separable convex optimization

  • Vando A. Adona
  • Max L. N. Gonçalves
    • Categories Convex and Nonsmooth Optimization Tags , , , ,

    In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem to be solved inexactly in such way that a relative approximate criterion is satisfied. In terms of the iteration number $k$, we … Read more

    Relative-error inertial-relaxed inexact versions of Douglas-Rachford and ADMM splitting algorithms

  • M. Marques Alves
  • Jonathan Eckstein
  • Jefferson Gonçalves Melo
  • Marina Geremia
    • Categories Convex and Nonsmooth Optimization Tags , , , , ,

    This paper derives new inexact variants of the Douglas-Rachford splitting method for maximal monotone operators and the alternating direction method of multipliers (ADMM) for convex optimization. The analysis is based on a new inexact version of the proximal point algorithm that includes both an inertial step and overrelaxation. We apply our new inexact ADMM method … Read more