Non-stationary Douglas-Rachford and alternating direction method of multipliers: adaptive step-sizes and convergence.
Dirk A. LorenzQuoc Tran-DinhPublished in: Comput. Optim. Appl. (2019)
Keyphrases
- non stationary
- step size
- variable step size
- adaptive algorithms
- convergence rate
- blind source separation
- faster convergence
- convergence speed
- cost function
- alternating direction method of multipliers
- convex optimization
- empirical mode decomposition
- change point detection
- filter bank
- wavelet coefficients
- subband
- natural images
- particle swarm optimization