Downloads & Free Reading Options - Results
Alternating Direction Method For Linear Programming by Jonathan Eckstein
Read "Alternating Direction Method For Linear Programming" by Jonathan Eckstein through these free online access and download options.
Books Results
Source: The Internet Archive
The internet Archive Search Results
Available books for downloads and borrow from The internet Archive
1Linear Rate Convergence Of The Alternating Direction Method Of Multipliers For Convex Composite Quadratic And Semi-Definite Programming
By Deren Han, Defeng Sun and Liwei Zhang
In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain error bound condition, we establish the global linear rate of convergence for a more general semi-proximal ADMM with the dual steplength being restricted to be in the open interval $(0, (1+\sqrt{5})/2)$. In our analysis, we assume neither the strong convexity nor the strict complementarity except an error bound condition, which holds automatically for convex composite quadratic programming. This semi-proximal ADMM, which includes the classic ADMM, not only has the advantage to resolve the potentially non-solvability issue of the subproblems in the classic ADMM but also possesses the abilities of handling multi-block convex optimization problems efficiently. We shall use convex composite quadratic programming and quadratic semi-definite programming as important applications to demonstrate the significance of the obtained results. Of its own novelty in second-order variational analysis, a complete characterization is provided on the isolated calmness for the nonlinear convex semi-definite optimization problem in terms of its second order sufficient optimality condition and the strict Robinson constraint qualification for the purpose of proving the linear rate convergence of the semi-proximal ADMM when applied to two- and multi-block convex quadratic semi-definite programming.
“Linear Rate Convergence Of The Alternating Direction Method Of Multipliers For Convex Composite Quadratic And Semi-Definite Programming” Metadata:
- Title: ➤ Linear Rate Convergence Of The Alternating Direction Method Of Multipliers For Convex Composite Quadratic And Semi-Definite Programming
- Authors: Deren HanDefeng SunLiwei Zhang
- Language: English
“Linear Rate Convergence Of The Alternating Direction Method Of Multipliers For Convex Composite Quadratic And Semi-Definite Programming” Subjects and Themes:
- Subjects: Optimization and Control - Mathematics
Edition Identifiers:
- Internet Archive ID: arxiv-1508.02134
Downloads Information:
The book is available for download in "texts" format, the size of the file-s is: 16.84 Mbs, the file-s for this book were downloaded 32 times, the file-s went public at Thu Jun 28 2018.
Available formats:
Abbyy GZ - Archive BitTorrent - DjVuTXT - Djvu XML - JPEG Thumb - Metadata - Scandata - Single Page Processed JP2 ZIP - Text PDF -
Related Links:
- Whefi.com: Download
- Whefi.com: Review - Coverage
- Internet Archive: Details
- Internet Archive Link: Downloads
Online Marketplaces
Find Linear Rate Convergence Of The Alternating Direction Method Of Multipliers For Convex Composite Quadratic And Semi-Definite Programming at online marketplaces:
- Amazon: Audiable, Kindle and printed editions.
- Ebay: New & used books.
Buy “Alternating Direction Method For Linear Programming” online:
Shop for “Alternating Direction Method For Linear Programming” on popular online marketplaces.
- Ebay: New and used books.