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Infeasibility detection in the alternating direction method of multipliers for convex optimization

Abstract:

The alternating direction method of multipliers is a powerful operator splitting technique for solving structured optimization problems. For convex optimization problems, it is well known that the algorithm generates iterates that converge to a solution, provided that it exists. If a solution does not exist, then the iterates diverge. Nevertheless, we show that they yield conclusive information regarding problem infeasibility for optimization problems with ...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1007/s10957-019-01575-y

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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Oxford college:
St Edmund Hall
Role:
Author
ORCID:
0000-0002-0456-4124
Publisher:
Springer Publisher's website
Journal:
Journal of Optimization Theory and Applications Journal website
Volume:
183
Issue:
2
Pages:
490-519
Publication date:
2019-08-13
Acceptance date:
2019-07-27
DOI:
EISSN:
1573-2878
ISSN:
0022-3239
Source identifiers:
1038820
Language:
english
Keywords:
Pubs id:
pubs:1038820
UUID:
uuid:dc140c81-1993-429a-aa70-f72c71fa0ae9
Local pid:
pubs:1038820
Deposit date:
2019-08-06

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