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A Class of Linearized Proximal Alternating Direction Methods

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Abstract

Due to its significant efficiency, the alternating direction method (ADM) has attracted a lot of attention in solving linearly constrained structured convex optimization. In this paper, in order to make implementation of ADM relatively easy, some linearized proximal ADMs are proposed and the associated convergence results of the proposed linearized proximal ADMs are given. Additionally, theoretical analysis shows that the relaxation factor for the linearized proximal ADMs can have the same restriction region as that for the general ADM.

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Authors and Affiliations

  1. School of Mathematics and Physics, Changzhou University, Changzhou, 213164, P.R. China

    M. H. Xu

  2. Department of Mathematics, Nanjing University, Nanjing, 210093, P.R. China

    T. Wu

Authors
  1. M. H. Xu
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  2. T. Wu
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Correspondence to M. H. Xu.

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Communicated by P.M. Pardalos.

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Xu, M.H., Wu, T. A Class of Linearized Proximal Alternating Direction Methods. J Optim Theory Appl 151, 321–337 (2011). https://doi.org/10.1007/s10957-011-9876-5

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  • DOI: https://doi.org/10.1007/s10957-011-9876-5

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