splitting method

On the Optimal Proximal Parameter of an ADMM-like Splitting Method for Separable Convex Programming

  • Bingsheng He
  • Xiao-Ming Yuan
    • Categories Convex Optimization Tags , , ,

    An ADMM-based splitting method is proposed in [11] for solving convex minimization problems with linear constraints and multi-block separable objective functions; while a relatively large proximal parameter is required for theoretically ensuring the convergence. In this paper, we further study this method and find its optimal (smallest) proximal parameter. For succinctness, we focus on the … Read more

    Convergence analysis for a primal-dual monotone + skew splitting algorithm with applications to total variation minimization

  • Radu Ioan Bot
  • Christopher Hendrich
    • Categories Convex Optimization Tags , , ,

    In this paper we investigate the convergence behavior of a primal-dual splitting method for solving monotone inclusions involving mixtures of composite, Lipschitzian and parallel sum type operators proposed by Combettes and Pesquet in [7]. Firstly, in the particular case of convex minimization problems, we derive convergence rates for the sequence of objective function values by … Read more