A Revisit of Chen-Teboulle's Proximal-based Decomposition Method
Optimization and Control
2020-06-22 v1
Abstract
In this paper, we show that Chen-Teboulle's proximal-based decomposition method can be interpreted as a proximal augmented Lagrangian method. More precisely, it coincides with a linearized augmented Lagrangian method. We then proposed three generalized methods based on this interpretation. By invoking recent work (He et al., IMA J. Numer. Anal., 32 (2020), pp. 227--245), we show that the step size condition of Chen-Teboulle's method can be relaxed without adding any further assumptions. Our analysis offers a new insight into this proximal-based decomposition method.
Cite
@article{arxiv.2006.11255,
title = {A Revisit of Chen-Teboulle's Proximal-based Decomposition Method},
author = {Feng Ma},
journal= {arXiv preprint arXiv:2006.11255},
year = {2020}
}
Comments
13 pages, 2 figures