首页> 中文期刊> 《数学研究及应用:英文版》 >An Inertial Alternating Direction Method of Multipliers for Solving a Two-Block Separable Convex Minimization Problem

An Inertial Alternating Direction Method of Multipliers for Solving a Two-Block Separable Convex Minimization Problem

         

摘要

The alternating direction method of multipliers(ADMM)is a widely used method for solving many convex minimization models arising in signal and image processing.In this paper,we propose an inertial ADMM for solving a two-block separable convex minimization problem with linear equality constraints.This algorithm is obtained by making use of the inertial Douglas-Rachford splitting algorithm to the corresponding dual of the primal problem.We study the convergence analysis of the proposed algorithm in infinite-dimensional Hilbert spaces.Furthermore,we apply the proposed algorithm on the robust principal component analysis problem and also compare it with other state-of-the-art algorithms.Numerical results demonstrate the advantage of the proposed algorithm.

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