Fast Convergence of Dynamical ADMM via Time Scaling of Damped Inertial Dynamics
نویسندگان
چکیده
In this paper, we propose in a Hilbertian setting second-order time-continuous dynamic system with fast convergence guarantees to solve structured convex minimization problems an affine constraint. The is associated the augmented Lagrangian formulation of problem. corresponding dynamics brings into play three general time-varying parameters, each specific properties, and which are, respectively, viscous damping, extrapolation temporal scaling. By appropriately adjusting these develop Lyapunov analysis provides properties values feasibility gap. These results will naturally pave way for developing accelerated ADMM algorithms, obtained by discretization.
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2021
ISSN: ['0022-3239', '1573-2878']
DOI: https://doi.org/10.1007/s10957-021-01859-2