Approximate ADMM algorithms derived from Lagrangian splitting

J Eckstein, W Yao - Computational Optimization and Applications, 2017 - Springer
This paper presents two new approximate versions of the alternating direction method of
multipliers (ADMM) derived by modifying of the original “Lagrangian splitting” convergence …

Fast and stable nonconvex constrained distributed optimization: the ELLADA algorithm

W Tang, P Daoutidis - Optimization and Engineering, 2022 - Springer
Distributed optimization using multiple computing agents in a localized and coordinated
manner is a promising approach for solving large-scale optimization problems, eg, those …

Approximate first-order primal-dual algorithms for saddle point problems

F Jiang, X Cai, Z Wu, D Han - Mathematics of Computation, 2021 - ams.org
We propose two approximate versions of the first-order primal-dual algorithm (PDA) to solve
a class of convex-concave saddle point problems. The introduced approximate criteria are …

An inexact symmetric ADMM algorithm with indefinite proximal term for sparse signal recovery and image restoration problems

F Jiang, Z Wu - Journal of Computational and Applied Mathematics, 2023 - Elsevier
Compared with the alternating direction method of multipliers (ADMM), the symmetric
ADMM, which updates the Lagrange multiplier twice in each iteration, is a more efficient …

On inexact ADMMs with relative error criteria

J Xie - Computational Optimization and Applications, 2018 - Springer
In this paper, we develop two inexact alternating direction methods of multipliers (ADMMs)
with relative error criteria for which only a few parameters are needed to control the error …

An inexact ADMM with proximal-indefinite term and larger stepsize

Y Ma, J Bai, H Sun - Applied Numerical Mathematics, 2023 - Elsevier
In this paper, an inexact Alternating Direction Method of Multipliers (ADMM) has been
proposed for solving the two-block separable convex optimization problem subject to linear …

An inexact proximal generalized alternating direction method of multipliers

VA Adona, MLN Gonçalves, JG Melo - Computational Optimization and …, 2020 - Springer
This paper proposes and analyzes an inexact variant of the proximal generalized alternating
direction method of multipliers (ADMM) for solving separable linearly constrained convex …

A relative-error inexact ADMM splitting algorithm for convex optimization with inertial effects

MM Alves, M Geremia - arXiv preprint arXiv:2409.10311, 2024 - arxiv.org
We propose a new relative-error inexact version of the alternating direction method of
multipliers (ADMM) for convex optimization. We prove the asymptotic convergence of our …

A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis

VA Adona, MLN Gonçalves, JG Melo - Journal of Optimization Theory and …, 2019 - Springer
This paper proposes a partially inexact proximal alternating direction method of multipliers
for computing approximate solutions of a linearly constrained convex optimization problem …

A partially inexact generalized primal-dual hybrid gradient method for saddle point problems with bilinear couplings

K Wang, J Yu, H He - Journal of Applied Mathematics and Computing, 2023 - Springer
One of the most popular algorithms for saddle point problems is the so-named primal-dual
hybrid gradient method, which have been received much considerable attention in the …