A Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and Beyond (Q5149523): Difference between revisions

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scientific article; zbMATH DE number 7309373

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English	A Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and Beyond	scientific article; zbMATH DE number 7309373

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scholarly article

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title

A Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and Beyond (English)

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Asia-Pacific Journal of Operational Research

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publication date

11 February 2021

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full work available at URL

https://arxiv.org/abs/1807.02067

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zbMATH Keywords

convex quadratic semidefinite programming

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alternating direction method of multipliers (ADMM)

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operator splitting

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multi-block

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generalized ADMM

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describes a project that uses

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MaRDI publication profile

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cites work

Convergent prediction-correction-based ADMM for multi-block separable convex programming

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The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent

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A note on the convergence of ADMM for linearly constrained convex optimization problems

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An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming

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On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming

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A Unified Algorithmic Framework of Symmetric Gauss-Seidel Decomposition Based Proximal Admms for Convex Composite Programming

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A three-operator splitting scheme and its optimization applications

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Parallel multi-block ADMM with $o(1/k)$ convergence

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On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators

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Q3466913

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A dual algorithm for the solution of nonlinear variational problems via finite element approximation

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Q4144736

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A class of ADMM-based algorithms for three-block separable convex programming

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Alternating Direction Method with Gaussian Back Substitution for Separable Convex Programming

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Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination

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Q3076648

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A Convergent $3$-Block Semi-Proximal ADMM for Convex Minimization Problems with One Strongly Convex Block

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A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions

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QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming

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A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications

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Splitting Algorithms for the Sum of Two Nonlinear Operators

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A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix

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An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem

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Variational Analysis

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A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints

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Q5442492

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An inexact primal-dual path following algorithm for convex quadratic SDP

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A generalized alternating direction method of multipliers with semi-proximal terms for convex composite conic programming

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SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints

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Identifiers

zbMATH Open document ID

1459.90145

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DOI

10.1142/S0217595920400096

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5149523

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