Proximal ADMM with larger step size for two-block separable convex programming and its application to the correlation matrices calibrating problems (Q4632727)
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scientific article; zbMATH DE number 7049343
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English | Proximal ADMM with larger step size for two-block separable convex programming and its application to the correlation matrices calibrating problems |
scientific article; zbMATH DE number 7049343 |
Statements
Proximal ADMM with larger step size for two-block separable convex programming and its application to the correlation matrices calibrating problems (English)
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30 April 2019
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alternating direction method of multipliers
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Fortin and Glowinski's constant
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global convergence
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