Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization
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Publication:781096
DOI10.3934/JIMO.2018181zbMath1449.90290OpenAlexW2907514291WikidataQ128651345 ScholiaQ128651345MaRDI QIDQ781096
Zhongming Wu, Fan Jiang, Xing-Ju Cai
Publication date: 16 July 2020
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2018181
convex programmingconvergence rateoptimal rangegeneralized alternating direction method of multipliersindefinite proximal term
Numerical mathematical programming methods (65K05) Convex programming (90C25) Decomposition methods (49M27)
Related Items (11)
Linearized symmetric multi-block ADMM with indefinite proximal regularization and optimal proximal parameter ⋮ The developments of proximal point algorithms ⋮ Majorized iPADMM for Nonseparable Convex Minimization Models with Quadratic Coupling Terms ⋮ An indefinite proximal subgradient-based algorithm for nonsmooth composite optimization ⋮ A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization ⋮ Inexact generalized ADMM with relative error criteria for linearly constrained convex optimization problems ⋮ A multi-parameter parallel ADMM for multi-block linearly constrained separable convex optimization ⋮ An indefinite proximal Peaceman-Rachford splitting method with substitution procedure for convex programming ⋮ An inexact symmetric ADMM algorithm with indefinite proximal term for sparse signal recovery and image restoration problems ⋮ The indefinite proximal point algorithms for maximal monotone operators ⋮ An inexact ADMM with proximal-indefinite term and larger stepsize
Uses Software
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