symmetric alternating direction method of multipliers

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

    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