book part or chapter
Smoothing Alternating Direction Methods for Fully Nonsmooth Constrained Convex Optimization
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.
Type
book part or chapter
Author(s)
Date Issued
2018
Publisher
Published in
Large-Scale and Distributed Optimization
ISBN of the book
9783319974781
Total of pages
57-94
Written at
EPFL
EPFL units
Available on Infoscience
November 20, 2018
Use this identifier to reference this record