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Abstract:
Linearly constrained separable convex minimization problems have been raised widely in many real-world applications. In this paper, we propose a homotopy-based alternating direction method of multipliers for solving this kind of problems. The proposed method owns some advantages of the classical proximal alternating direction method of multipliers and homotopy method. Under some suitable conditions, we prove global convergence and the worst-case O(1k) convergence rate in a nonergodic sense. Preliminary numerical results indicate effectiveness and efficiency of the proposed method compared with some state-of-the-art methods. © 2017, Operations Research Society of China, Periodicals Agency of Shanghai University, Science Press, and Springer-Verlag Berlin Heidelberg.
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Journal of the Operations Research Society of China
ISSN: 2194-668X
Year: 2017
Issue: 2
Volume: 5
Page: 271-290
0 . 9 0 0
JCR@2023
Cited Count:
SCOPUS Cited Count: 4
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 2
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