A Class of Linearized Proximal Alternating Direction Methods

A Class of Linearized Proximal Alternating Direction Methods

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Article ID: iaor201110515
Volume: 151
Issue: 2
Start Page Number: 321
End Page Number: 337
Publication Date: Nov 2011
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: heuristics, programming: convex
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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