The Golden Ratio Proximal ADMM with Norm Independent Step-Sizes for Separable Convex Optimization
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arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866908968862875648 |
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| author | Soe, Santanu Vetrivel, V. |
| author_facet | Soe, Santanu Vetrivel, V. |
| contents | In this work, we propose two step-size strategies for the Golden ratio proximal ADMM (GrpADMM) to solve linearly constrained separable convex optimization problems. Both strategies eliminate explicit operator norm estimates by relying on inexpensive local information computed at the current iterate and requiring no backtracking. However, the key difference is that the second step-size strategy allows recovery from poor initial steps and can increase from iteration to iteration. Under standard assumptions, we establish global convergence of the generated iterates and derive sublinear convergence rates for both algorithms. We also obtain pointwise convergence rate results for the iterates of the algorithms. In addition, we show that the first proposed step-size rule for GrpADMM reduces to the fixed-step-size counterpart when the initial step-size is chosen below a certain threshold. Preliminary numerical experiments demonstrate the practical adaptability and effectiveness of the proposed approaches. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_05779 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | The Golden Ratio Proximal ADMM with Norm Independent Step-Sizes for Separable Convex Optimization Soe, Santanu Vetrivel, V. Optimization and Control 65K05, 49M27, 65J10, 90C25 In this work, we propose two step-size strategies for the Golden ratio proximal ADMM (GrpADMM) to solve linearly constrained separable convex optimization problems. Both strategies eliminate explicit operator norm estimates by relying on inexpensive local information computed at the current iterate and requiring no backtracking. However, the key difference is that the second step-size strategy allows recovery from poor initial steps and can increase from iteration to iteration. Under standard assumptions, we establish global convergence of the generated iterates and derive sublinear convergence rates for both algorithms. We also obtain pointwise convergence rate results for the iterates of the algorithms. In addition, we show that the first proposed step-size rule for GrpADMM reduces to the fixed-step-size counterpart when the initial step-size is chosen below a certain threshold. Preliminary numerical experiments demonstrate the practical adaptability and effectiveness of the proposed approaches. |
| title | The Golden Ratio Proximal ADMM with Norm Independent Step-Sizes for Separable Convex Optimization |
| topic | Optimization and Control 65K05, 49M27, 65J10, 90C25 |
| url | https://arxiv.org/abs/2510.05779 |