An approximate ADMM for solving linearly constrained nonsmooth optimization problems with two blocks of variables

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: This metadata is freely available under a CCO license
Subject: Constrained optimization; Convex programming; Nonsmooth optimization; Subgradient methods
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