Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization (Q1706414): Difference between revisions

The authors confirm that the symmetric alternating direction method of multipliers can also be regularized with an indefinite proximal term. The global convergence is theoretically proved and its worst-case convergence rate in an ergodic sense is established. Numerical experiments are presented.

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Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization (Q1706414): Difference between revisions

Latest revision as of 08:08, 15 July 2024

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Mathematics(1 entry)