- Title
- An approximate ADMM for solving linearly constrained nonsmooth optimization problems with two blocks of variables
- Creator
- Bagirov, Adil; Taheri, Sona; Bai, Fusheng; Wu, Zhiyou
- Date
- 2019
- Type
- Text; Book chapter
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/168674
- Identifier
- vital:13886
- Identifier
-
https://doi.org/10.1007/978-3-030-11370-4_2
- Identifier
- ISBN:0373-3149 (ISSN) 978-3-030-11369-8 (ISBN)
- Abstract
- Nonsmooth convex optimization problems with two blocks of variables subject to linear constraints are considered. A new version of the alternating direction method of multipliers is developed for solving these problems. In this method the subproblems are solved approximately. The convergence of the method is studied. New test problems are designed and used to verify the efficiency of the proposed method and to compare it with two versions of the proximal bundle method.
- Publisher
- Springer
- Relation
- Nonsmooth Optimization and Its Applications (part of the International Series of Numerical Mathematics book series) Chapter 2 p. 17-44
- Rights
- Copyright © Springer Nature Switzerland AG 2019.
- Rights
- This metadata is freely available under a CCO license
- Subject
- Constrained optimization; Convex programming; Nonsmooth optimization; Subgradient methods
- Reviewed
- Hits: 2627
- Visitors: 2458
- Downloads: 1
Thumbnail | File | Description | Size | Format |
---|