ON THE EQUIVALENCE OF PEACEMAN-RACHFORD SPLITTING METHOD AND SOME TYPICAL ALTERNATING DIRECTION METHOD OF MULTIPLIERS

被引：0
|
作者：
Wu, Can [1 ]
Wang, Qiuyu [2 ]
Xiao, Yunhai [3 ]
机构：
[1] Henan Univ, Sch Math & Stat, Kaifeng 475000, Peoples R China
[2] Henan Univ, Sch Software, Kaifeng 475000, Peoples R China
[3] Henan Univ, Inst Appl Math, Sch Math & Stat, Kaifeng 475000, Peoples R China
来源：
JOURNAL OF NONLINEAR AND CONVEX ANALYSIS | 2018年 / 19卷 / 11期
基金：
中国国家自然科学基金;
关键词：
Inclusion problem; Peaceman-Rachford splitting method; Douglas-Rachford splitting method; alternating direction method of multipliers; Lagrangian function; ALGORITHM;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Our study aims to offer another explanation for this phenomenon that the combining Pea.ceman-Rachford splitting method for finding a zero of the sum of two monotone operators contains as special cases the classic alternating direction method of multipliers (ADMM), the symmetric ADMM, and the generalized ADMM for convex optimization. Although some of the equivalence are previously known, this paper mainly derives their relations in an unit framework.
引用
收藏
页码：1933 / 1944
页数：12
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