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A Theory of Generalized Proximity for ADMM

Abstract: 

The alternating direction method of multipliers has become in recent years the most widely used proximal method for signal processing. In this paper, we lay the groundwork for a new notion of proximity and use it to illustrate that the method (ADMM) is actually somewhat of a maladroit rearrangement of a new, more practical procedure that generalizes the Douglas-Rachford algorithm. Compared to ADMM, the algorithm that we propose enjoys not only a more sensible form, but also a more general convergence result.

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Paper Details

Authors:
François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross
Submitted On:
12 November 2017 - 9:44pm
Short Link:
Type:
Poster
Event:
Presenter's Name:
Francois Cote
Paper Code:
RMN-P.1.11
Document Year:
2017
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Document Files

Poster.pdf

(96 downloads)

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[1] François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross, "A Theory of Generalized Proximity for ADMM", IEEE SigPort, 2017. [Online]. Available: http://sigport.org/2326. Accessed: Nov. 23, 2017.
@article{2326-17,
url = {http://sigport.org/2326},
author = {François D. Côté; Ioannis N. Psaromiligkos; Warren J. Gross },
publisher = {IEEE SigPort},
title = {A Theory of Generalized Proximity for ADMM},
year = {2017} }
TY - EJOUR
T1 - A Theory of Generalized Proximity for ADMM
AU - François D. Côté; Ioannis N. Psaromiligkos; Warren J. Gross
PY - 2017
PB - IEEE SigPort
UR - http://sigport.org/2326
ER -
François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross. (2017). A Theory of Generalized Proximity for ADMM. IEEE SigPort. http://sigport.org/2326
François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross, 2017. A Theory of Generalized Proximity for ADMM. Available at: http://sigport.org/2326.
François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross. (2017). "A Theory of Generalized Proximity for ADMM." Web.
1. François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross. A Theory of Generalized Proximity for ADMM [Internet]. IEEE SigPort; 2017. Available from : http://sigport.org/2326