Convergence study of indefinite proximal ADMM with a relaxation factor

DOI10.1007/S10589-020-00206-XzbMath1447.90033OpenAlexW3036274128MaRDI QIDQ782911

Min Tao

Publication date: 29 July 2020

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-020-00206-x

zbMATH Keywords

convergenceconvex programmingalternating direction method of multipliersstep sizeproximal alternating direction method of multipliers

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (10)

Majorized iPADMM for Nonseparable Convex Minimization Models with Quadratic Coupling Terms ⋮ A proximal fully parallel splitting method with a relaxation factor for separable convex programming ⋮ A linear algebra perspective on the random multi-block ADMM: the QP case ⋮ Accelerated stochastic Peaceman-Rachford method for empirical risk minimization ⋮ A relaxed proximal ADMM method for block separable convex programming ⋮ Splitting augmented Lagrangian-type algorithms with partial quadratic approximation to solve sparse signal recovery problems ⋮ An inexact symmetric ADMM algorithm with indefinite proximal term for sparse signal recovery and image restoration problems ⋮ An optimal bilevel optimization model for the generalized total variation and anisotropic tensor parameters selection ⋮ An inexact ADMM with proximal-indefinite term and larger stepsize ⋮ An inexact accelerated stochastic ADMM for separable convex optimization

Uses Software

• PDCO

Cites Work

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