A Class of Linearized Proximal Alternating Direction Methods

M. H. Xu () and T. Wu
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M. H. Xu: Changzhou University
T. Wu: Nanjing University

Journal of Optimization Theory and Applications, 2011, vol. 151, issue 2, No 6, 337 pages

Abstract: Abstract Due to its significant efficiency, the alternating direction method (ADM) has attracted a lot of attention in solving linearly constrained structured convex optimization. In this paper, in order to make implementation of ADM relatively easy, some linearized proximal ADMs are proposed and the associated convergence results of the proposed linearized proximal ADMs are given. Additionally, theoretical analysis shows that the relaxation factor for the linearized proximal ADMs can have the same restriction region as that for the general ADM.

Keywords: Structured variational inequality; Alternating direction method; Augmented Lagrangian method; Proximal point algorithm (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s10957-011-9876-5

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