Linear Convergence and Metric Selection for Douglas-Rachford Splitting and ADMM

Boyd, Stephen; Giselsson, Pontus

doi:10.1109/TAC.2016.2564160

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Linear Convergence and Metric Selection for Douglas-Rachford Splitting and ADMM

Author(s): Pontus Giselsson , Stephen Boyd

Publication date (Print): February 2017

Journal: IEEE Transactions on Automatic Control

Publisher: Institute of Electrical and Electronics Engineers (IEEE)

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A First-Order Primal-Dual Algorithm for Convex Problems with Applications to Imaging

Antonin Chambolle, Thomas Pock (2011)

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Enhancing Sparsity by Reweighted ℓ 1 Minimization

Emmanuel Candès, Michael B. Wakin, Stephen P. Boyd (2008)

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On the Douglas—Rachford splitting method and the proximal point algorithm for maximal monotone operators

Jonathan Eckstein, Dimitri Bertsekas (1992)

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Journal

Title: IEEE Transactions on Automatic Control

Abbreviated Title: IEEE Trans. Automat. Contr.

Publisher: Institute of Electrical and Electronics Engineers (IEEE)

ISSN (Print): 0018-9286

ISSN (Electronic): 1558-2523

Publication date Created: February 2017

Publication date (Print): February 2017

Volume: 62

Issue: 2

Pages: 532-544

Article

DOI: 10.1109/TAC.2016.2564160

SO-VID: 1841f60a-d1c4-4681-847f-825935ff0439

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Linear Convergence and Metric Selection for Douglas-Rachford Splitting and ADMM

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Most cited references 27

A First-Order Primal-Dual Algorithm for Convex Problems with Applications to Imaging

Enhancing Sparsity by Reweighted ℓ 1 Minimization

On the Douglas—Rachford splitting method and the proximal point algorithm for maximal monotone operators

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