Articles with "method multipliers" as a keyword



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An inexact proximal generalized alternating direction method of multipliers

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Published in 2020 at "Computational Optimization and Applications"

DOI: 10.1007/s10589-020-00191-1

Abstract: This paper proposes and analyzes an inexact variant of the proximal generalized alternating direction method of multipliers (ADMM) for solving separable linearly constrained convex optimization problems. In this variant, the first subproblem is approximately solved… read more here.

Keywords: alternating direction; proximal generalized; direction method; generalized alternating ... See more keywords
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Iteration-complexity analysis of a generalized alternating direction method of multipliers

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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
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A Partially Inexact Proximal Alternating Direction Method of Multipliers and Its Iteration-Complexity Analysis

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Published in 2019 at "Journal of Optimization Theory and Applications"

DOI: 10.1007/s10957-019-01525-8

Abstract: This paper proposes a partially inexact proximal alternating direction method of multipliers for computing approximate solutions of a linearly constrained convex optimization problem. This method allows its first subproblem to be solved inexactly using a… read more here.

Keywords: complexity; alternating direction; direction method; method ... See more keywords
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Local Linear Convergence of the Alternating Direction Method of Multipliers for Nonconvex Separable Optimization Problems

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Published in 2021 at "Journal of Optimization Theory and Applications"

DOI: 10.1007/s10957-020-01782-y

Abstract: In this paper, we consider the convergence rate of the alternating direction method of multipliers for solving the nonconvex separable optimization problems. Based on the error bound condition, we prove that the sequence generated by… read more here.

Keywords: alternating direction; direction method; convergence; method multipliers ... See more keywords
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A dual symmetric Gauss-Seidel alternating direction method of multipliers for hyperspectral sparse unmixing

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Published in 2020 at "Numerical Algorithms"

DOI: 10.1007/s11075-020-00985-8

Abstract: Since sparse unmixing has emerged as a promising approach to hyperspectral unmixing, some spatial-contextual information in the hyperspectral images has been exploited to improve the performance of the unmixing recently. The total variation (TV) has… read more here.

Keywords: alternating direction; direction method; hyperspectral sparse; sparse unmixing ... See more keywords
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An inexact alternating direction method of multipliers with relative error criteria

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Published in 2017 at "Optimization Letters"

DOI: 10.1007/s11590-016-1021-9

Abstract: In this paper, we study an inexact version of the alternating direction method of multipliers (ADMM) for solving two-block separable linearly constrained convex optimization problems. Specifically, the two subproblems in the classic ADMM are allowed… read more here.

Keywords: relative error; alternating direction; direction method; error criteria ... See more keywords
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Projected Alternating Direction Method of Multipliers for Hybrid Systems

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Published in 2017 at "IFAC-PapersOnLine"

DOI: 10.1016/j.ifacol.2017.08.1571

Abstract: Abstract In large-scale control optimization problems, a decentralized control structure can offer great scalability and rapidity advantages over a centralized implantation. Alternating Direction Method of Multipliers (ADMM) is a decentralized optimization algorithm which has the… read more here.

Keywords: algorithm; alternating direction; hybrid systems; direction method ... See more keywords
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An alternating direction method of multipliers for the eigenvalue complementarity problem

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Published in 2021 at "Optimization Methods and Software"

DOI: 10.1080/10556788.2020.1734804

Abstract: ABSTRACT We introduce an Alternating Direction Method of Multipliers (ADMM) for finding a solution of the nonsymmetric Eigenvalue Complementarity Problem (EiCP). A simpler version of this method is proposed for the symmetric EiCP, that is,… read more here.

Keywords: alternating direction; direction method; method; solution ... See more keywords
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The rate of convergence of proximal method of multipliers for nonlinear programming

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Published in 2020 at "Optimization Methods and Software"

DOI: 10.1080/10556788.2020.1738435

Abstract: We analyze the rate of convergence of the proximal method of multipliers for non-convex nonlinear programming problems. First, we prove, under the strict complementarity condition, that the rate of convergence of the proximal method of… read more here.

Keywords: rate convergence; method multipliers; proximal method; convergence proximal ... See more keywords
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Distributed MPC for Reconfigurable Architecture Systems via Alternating Direction Method of Multipliers

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Published in 2021 at "IEEE/CAA Journal of Automatica Sinica"

DOI: 10.1109/jas.2020.1003195

Abstract: This paper investigates the distributed model predictive control (MPC) problem of linear systems where the network topology is changeable by the way of inserting new subsystems, disconnecting existing subsystems, or merely modifying the couplings between… read more here.

Keywords: control; method multipliers; topology; alternating direction ... See more keywords
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Dual Alternating Direction Method of Multipliers for Inverse Imaging

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Published in 2022 at "IEEE Transactions on Image Processing"

DOI: 10.1109/tip.2022.3167915

Abstract: Inverse imaging covers a wide range of imaging applications, including super-resolution, deblurring, and compressive sensing. We propose a novel scheme to solve such problems by combining duality and the alternating direction method of multipliers (ADMM).… read more here.

Keywords: method multipliers; method; inverse imaging; alternating direction ... See more keywords