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• W2125870036 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." @default.
• W2125870036 created "2016-06-24" @default.
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• W2125870036 date "2015-06-01" @default.
• W2125870036 modified "2023-09-26" @default.
• W2125870036 title "A Linearized Alternating Direction Method of Multipliers with Substitution Procedure" @default.
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• W2125870036 doi "https://doi.org/10.1142/s0217595915500116" @default.
• W2125870036 hasPublicationYear "2015" @default.
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