Bingsheng He, Xiaoming Yuan, On construction of splitting contraction algorithms in a prediction-correction framework for separable convex optimization, Vol. 2023 (2023), Article ID 28, pp. 1-23

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DOI: 10.23952/cot.2023.28

Received December 31, 2022; Accepted March 11, 2023; Published June 1, 2023

 

Abstract. In the past decade, we had developed a series of splitting contraction algorithms for separable convex optimization problems, at the root of the alternating direction method of multipliers. Convergence of these algorithms was studied under specific model-tailored conditions, while these conditions can be conceptually abstracted as two generic conditions when these algorithms are all unified as a prediction-correction framework. In this paper, in turn, we showcase a constructive way for specifying the generic convergence-guaranteeing conditions, via which new splitting contraction algorithms can be generated automatically. It becomes possible to design more application-tailored splitting contraction algorithms by specifying the prediction-correction framework, while proving their convergence is a routine.

 

How to Cite this Article:
B. He, X. Yuan, On construction of splitting contraction algorithms in a prediction-correction framework for separable convex optimization, Commun. Optim. Theory 2023 (2023) 28.