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  4. Smoothing Alternating Direction Methods for Fully Nonsmooth Constrained Convex Optimization
 
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Smoothing Alternating Direction Methods for Fully Nonsmooth Constrained Convex Optimization

Tran Dinh, Quoc  
•
Cevher, Volkan  orcid-logo
2018
Large-Scale and Distributed Optimization

We propose two new alternating direction methods to solve “fully” nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and feasibility gap. Through theoretical analysis, we show how to update all the algorithmic parameters automatically with clear impact on the convergence performance. We also provide a representative numerical example showing the advantages of our methods over the classical alternating direction methods using a well-known feasibility problem.

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Type
book part or chapter
DOI
10.1007/978-3-319-97478-1_4
Author(s)
Tran Dinh, Quoc  
Cevher, Volkan  orcid-logo
Date Issued

2018

Publisher

Springer

Published in
Large-Scale and Distributed Optimization
ISBN of the book

9783319974781

Total of pages

57-94

Subjects

Gap reduction technique

•

Smooth alternating minimization

•

Smooth alternating direction method of multipliers Homotopy smoothing technique

•

Nonsmooth constrained convex optimization

Written at

EPFL

EPFL units
LIONS  
Available on Infoscience
November 20, 2018
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/151497
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