Iteration Complexity Analysis of Multi-block ADMM for a Family of Convex Minimization Without Strong Convexity
نویسندگان
چکیده
منابع مشابه
Iteration Complexity Analysis of Multi-block ADMM for a Family of Convex Minimization Without Strong Convexity
The alternating direction method of multipliers (ADMM) is widely used in solving structuredconvex optimization problems due to its superior practical performance. On the theoretical sidehowever, a counterexample was shown in [7] indicating that the multi-block ADMM for minimizingthe sum of N (N ≥ 3) convex functions with N block variables linked by linear constraints maydive...
متن کاملIteration-complexity of a Jacobi-type non-Euclidean ADMM for multi-block linearly constrained nonconvex programs
This paper establishes the iteration-complexity of a Jacobi-type non-Euclidean proximal alternating direction method of multipliers (ADMM) for solving multi-block linearly constrained nonconvex programs. The subproblems of this ADMM variant can be solved in parallel and hence the method has great potential to solve large scale multi-block linearly constrained nonconvex programs. Moreover, our a...
متن کاملA Convergent 3-Block Semi-Proximal ADMM for Convex Minimization Problems with One Strongly Convex Block
In this paper, we present a semi-proximal alternating direction method of multipliers (ADMM) for solving 3-block separable convex minimization problems with the second block in the objective being a strongly convex function and one coupled linear equation constraint. By choosing the semi-proximal terms properly, we establish the global convergence of the proposed semi-proximal ADMM for the step...
متن کاملThe direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
The alternating direction method of multipliers (ADMM) is now widely used in many fields, and its convergence was proved when two blocks of variables are alternatively updated. It is strongly desirable and practically valuable to extend ADMM directly to the case of a multi-block convex minimization problem where its objective function is the sum of more than two separable convex functions. Howe...
متن کاملa generalization of strong causality
در این رساله t_n - علیت قوی تعریف می شود. این رده ها در جدول علیت فضا- زمان بین علیت پایدار و علیت قوی قرار دارند. یک قضیه برای رده بندی آنها ثابت می شود و t_n- علیت قوی با رده های علی کارتر مقایسه می شود. همچنین ثابت می شود که علیت فشرده پایدار از t_n - علیت قوی نتیجه می شود. بعلاوه به بررسی رابطه نظریه دامنه ها با نسبیت عام می پردازیم و ثابت می کنیم که نوع خاصی از فضا- زمان های علی پایدار, ب...
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Scientific Computing
سال: 2016
ISSN: 0885-7474,1573-7691
DOI: 10.1007/s10915-016-0182-0