Fast bundle-level methods for unconstrained and ball-constrained convex optimization
Sign Up to like & getrecommendations! Published in 2019 at "Computational Optimization and Applications"
DOI: 10.1007/s10589-019-00071-3
Abstract: In this paper, we study a special class of first-order methods, namely bundle-level (BL) type methods, which can utilize historical first-order information through cutting plane models to accelerate the solutions in practice. Recently, it has… read more here.
Keywords: ball constrained; iteration complexity; bundle level; method ... See more keywords
Iteration-complexity analysis of a generalized alternating direction method of multipliers
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Global Optimization"
DOI: 10.1007/s10898-018-0697-z
Abstract: This paper analyzes the iteration-complexity of a generalized alternating direction method of multipliers (G-ADMM) for solving separable linearly constrained convex optimization problems. This ADMM variant, first proposed by Bertsekas and Eckstein, introduces a relaxation parameter… read more here.
Keywords: alternating direction; direction method; generalized alternating; iteration complexity ... See more keywords