Douglas-Rachford Splitting and ADMM for Nonconvex Optimization: Tight Convergence Results.
Andreas ThemelisPanagiotis PatrinosPublished in: SIAM J. Optim. (2020)
Keyphrases
- alternating direction method of multipliers
- convex optimization
- douglas rachford splitting
- operator splitting
- total variation
- optimization problems
- interior point methods
- global optimization
- low rank
- norm minimization
- convex relaxation
- denoising
- convergence rate
- lower bound
- primal dual
- basis pursuit
- evolutionary algorithm
- image sequences
- optimization methods
- low rank matrix
- augmented lagrangian method
- probabilistic model