Conic optimization via operator splitting and homogeneous self-dual embedding

B O'donoghue, E Chu, N Parikh, S Boyd - Journal of Optimization Theory …, 2016 - Springer
We introduce a first-order method for solving very large convex cone programs. The method
uses an operator splitting method, the alternating directions method of multipliers, to solve …

Linear convergence and metric selection for Douglas-Rachford splitting and ADMM

P Giselsson, S Boyd - IEEE Transactions on Automatic Control, 2016 - ieeexplore.ieee.org
Recently, several convergence rate results for Douglas-Rachford splitting and the
alternating direction method of multipliers (ADMM) have been presented in the literature. In …

Distributed voltage control in distribution networks: Online and robust implementations

HJ Liu, W Shi, H Zhu - IEEE Transactions on Smart Grid, 2017 - ieeexplore.ieee.org
Voltage regulation in distribution networks is increasingly challenged by the penetration of
distributed energy resources (DERs). This paper develops a distributed voltage control …

Nonconvex notions of regularity and convergence of fundamental algorithms for feasibility problems

R Hesse, DR Luke - SIAM Journal on Optimization, 2013 - SIAM
We consider projection algorithms for solving (nonconvex) feasibility problems in Euclidean
spaces. Of special interest are the method of alternating projections (AP) and the Douglas …

Convergence rates with inexact non-expansive operators

J Liang, J Fadili, G Peyré - Mathematical Programming, 2016 - Springer
In this paper, we present a convergence rate analysis for the inexact Krasnosel'skiĭ–Mann
iteration built from non-expansive operators. The presented results include two main parts …

[HTML][HTML] The rate of linear convergence of the Douglas–Rachford algorithm for subspaces is the cosine of the Friedrichs angle

HH Bauschke, JYB Cruz, TTA Nghia, HM Phan… - … of Approximation Theory, 2014 - Elsevier
Abstract The Douglas–Rachford splitting algorithm is a classical optimization method that
has found many applications. When specialized to two normal cone operators, it yields an …

Tight global linear convergence rate bounds for Douglas–Rachford splitting

P Giselsson - Journal of Fixed Point Theory and Applications, 2017 - Springer
Recently, several authors have shown local and global convergence rate results for Douglas–
Rachford splitting under strong monotonicity, Lipschitz continuity, and cocoercivity …

Linear convergence of the Douglas–Rachford method for two closed sets

HM Phan - Optimization, 2016 - Taylor & Francis
In this paper, we investigate the Douglas–Rachford method (DR) for two closed (possibly
nonconvex) sets in Euclidean spaces. We show that under certain regularity conditions, the …

Alternating projections and Douglas-Rachford for sparse affine feasibility

R Hesse, DR Luke, P Neumann - IEEE Transactions on Signal …, 2014 - ieeexplore.ieee.org
The problem of finding a vector with the fewest nonzero elements that satisfies an
underdetermined system of linear equations is an NP-complete problem that is typically …

Trajectory of alternating direction method of multipliers and adaptive acceleration

C Poon, J Liang - Advances in neural information …, 2019 - proceedings.neurips.cc
The alternating direction method of multipliers (ADMM) is one of the most widely used first-
order optimisation methods in the literature owing to its simplicity, flexibility and efficiency …