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Title (deu)
"DEFBAL" -- a Connection between the ADMM and Forward-Backward methods
Speaker / Lecturer
Jonathan Eckstein
Rutgers U
Description (deu)
This talk will show how the first two steps of the ADMM (the two minimization steps) may be interpreted as the classical forward-backward (proximal gradient) method applied to a dual formulation of the standard augmented Lagrangian subproblem. By substituting other variants of the forward-backward method -- for example, algorithms involving Nesterov-style acceleration -- for the classical one, this observation allows for the creation of new classes of ADMM-like methods, of which this talk will give some examples. It is not yet clear whether they have any computational advantages, but they are still of some theoretical interest. Generically, we call this class of algorithms "DEFBAL", for "Dual Embedded Forward-Backward Augmented Lagrangian".
Keywords (deu)
One World Optimization Seminar
Subject (eng)
ÖFOS 2012 -- 101 -- Mathematics
Type (eng)
lecture
Language
[eng]
Persistent identifier
https://phaidra.univie.ac.at/o:2070064
Date created
2024-06-07
Place of creation (eng)
ESI
Duration
22 minutes 58 seconds
Association (eng)
Research Platform Erwin Schrödinger International Institute for Mathematical Physics (ESI)
License
All rights reserved