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Author:

Chao, Miantao (Chao, Miantao.) | Cheng, Caozong (Cheng, Caozong.) | Zhang, Haibin (Zhang, Haibin.) (Scholars:张海斌)

Indexed by:

EI Scopus SCIE

Abstract:

We consider the linearly constrained separable convex programming problem whose objective function is separable into m individual convex functions with non-overlapping variables. The alternating direction method of multipliers (ADMM) has been well studied in the literature for the special case m = 2, but the direct extension of ADMM for the general case m >= 2 is not necessarily convergent. In this paper, we propose a new linearized ADMM-based contraction type algorithms for the general case m >= 2. For the proposed algorithm, we prove its convergence via the analytic framework of contractive type methods and we derive a worst-case O(1/t) convergence rate in ergodic sense. Finally, numerical results are reported to demonstrate the effectiveness of the proposed algorithm.

Keyword:

convergence rate contraction methods convex programming Alternating direction method of multipliers

Author Community:

  • [ 1 ] [Chao, Miantao]Beijing Univ Technol, Dept Math, Beijing 100124, Peoples R China
  • [ 2 ] [Cheng, Caozong]Beijing Univ Technol, Dept Math, Beijing 100124, Peoples R China
  • [ 3 ] [Zhang, Haibin]Beijing Univ Technol, Dept Math, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Chao, Miantao]Beijing Univ Technol, Dept Math, Beijing 100124, Peoples R China

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Source :

ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH

ISSN: 0217-5959

Year: 2015

Issue: 3

Volume: 32

1 . 4 0 0

JCR@2022

ESI Discipline: ENGINEERING;

ESI HC Threshold:174

JCR Journal Grade:4

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 8

SCOPUS Cited Count: 9

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 5

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