Indexed by:
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:
Reprint Author's Address:
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: 6
Affiliated Colleges: