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This paper establishes convergence rate bounds for a variant of the proximal alternating direction method of multipliers (ADMM) for solving nonconvex linearly constrained optimization problems.
Sur l’approximation, par éléments finis d’ordre un, et la résolution, par penalisation-dualité, d’une classe de problèmes de Dirichlet non linéaires
R. Glowinski and A. Marroco · 1975
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A dual algorithm for the solution of nonlinear variational problems via finite element approximation
D. Gabay and B. Mercier · 1976
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Numerical Methods for Nonlinear Variational Problems
R. Glowinski · 1984
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Variational analysis
R. T. Rockafellar and R. J.-B. Wets · 1998
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Variational analysis and generalized differentiation I: basic theory
B.S. Mordukhovich · 2006
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Bregmanized nonlocal regularization for deconvolution and sparse reconstruction
X. Zhang, M. Burger, X. Bresson, and S. Osher · 2010
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An alternating direction algorithm for nonnegative matrix factorization
Y. Zhang · 2010
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Distributed optimization and statistical learning via the alternating direction method of multipliers
S. Boyd, N. Parikh, E. Chu, B. Peleato, and J. Eckstein · 2011
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Distributed clustering using wireless sensor networks
P. A. Forero, A. Cano, and G. B. Giannakis · 2011
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On the 𝒪 ( 1 / n ) \mathcal{O}(1/n) convergence rate of the Douglas-Rachford alternating direction method
B. He and X. Yuan · 2012
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The linearized alternating direction method of multipliers for dantzig selector
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Y. Xu, W. Yin, Z. Wen, and Y. Zhang · 2012
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R. D. C. Monteiro and B. F Svaiter · 2013
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On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
B. He and X. Yuan · 2015
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Global convergence of splitting methods for nonconvex composite optimization
G. Li and T. K. Pong · 2015
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An extragradient-based alternating direction method for convex minimization
T. Lin, S. Ma, and S. Zhang · 2015
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An accelerated linearized alternating direction method of multipliers
Y. Ouyang, Y. Chen, G. Lan, and E. Pasiliao Jr · 2015
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Alternating direction method of multipliers for penalized zero-variance discriminant analysis
B. P. W. Ames and M. Hong · 2016
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On the convergence properties of a majorized ADMM for linearly constrained convex optimization problems with coupled objective functions
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J. Yang and X. Yuan · 2013
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Asynchronous distributed admm for consensus optimization
R. Zhang and J. T. Kwok · 2014
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On the global and linear convergence of the generalized alternating direction method of multipliers
W. Deng and W. Yin · 2015
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Generalized alternating direction method of multipliers: new theoretical insights and applications
E. X. Fang, B. He, H. Liu, and X. Yuan · 2015
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Extending the ergodic convergence rate of the proximal ADMM
M. L. N. Gonçalves, J. G. Melo, and R. D. C. Monteiro
Cited in the paper.
Improved pointwise iteration-complexity of a regularized ADMM and of a regularized non-euclidean HPE framework
M. L. N. Gonçalves, J. G. Melo, and R. D. C. Monteiro
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A semi-proximal-based strictly contractive Peaceman-Rachford splitting method
Y. Gu, B. Jiang, and H. Deren
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Y. Cui, X. Li, D. Sun, and K. C. Toh · 2016
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An O ( 1 / k ) {O}(1/k) convergence rate for the variable stepsize Bregman operator splitting algorithm
W. W. Hager, M. Yashtini, and H. Zhang · 2016
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Convergence analysis of alternating direction method of multipliers for a family of nonconvex problems
M. Hong, Z. Q. Luo, and M. Razaviyayn · 2016
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