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math.OC2021
A Product Space Reformulation with Reduced Dimension for Splitting Algorithms
Rubén Campoy
In this paper we propose a product space reformulation to transform monotone inclusions described by finitely many operators on a Hilbert space into equivalent two-operator problem…
math.OC2021
An Adaptive Alternating Direction Method of Multipliers
Sedi Bartz, Rubén Campoy, Hung M. Phan
The alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applic…