Title
Inexact alternating direction methods of multipliers for separable convex optimization
Abstract
Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach involves linearized subproblems, a back substitution step, and either gradient or accelerated gradient techniques. Global convergence is established. The methods are particularly useful when the ADMM subproblems do not have closed form solution or when the solution of the subproblems is expensive. Numerical experiments based on image reconstruction problems show the effectiveness of the proposed methods.
Year
DOI
Venue
2019
10.1007/s10589-019-00072-2
Computational Optimization and Applications
Keywords
DocType
Volume
Separable convex optimization, Alternating direction method of multipliers, Multiple blocks, Inexact ADMM, Global convergence, 90C06, 90C25, 65Y20
Journal
73
Issue
ISSN
Citations 
1
1573-2894
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
William W. Hager11603214.67
Hongchao Zhang21096.41