Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions
نویسندگان
چکیده
منابع مشابه
Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions
Splitting schemes are a class of powerful algorithms that solve complicated monotone inclusion and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which the simple pieces of the decomposition are processed individually. This leads to easily implementable and highly parallelizable algorithms, which often obtain nearly state-of-the-art perform...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2017
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2016.0827