Linearized symmetric multi-block ADMM with indefinite proximal regularization and optimal proximal parameter

DOI10.1007/S10092-020-00387-1zbMath1467.65061OpenAlexW3095129419MaRDI QIDQ831269

Dunjiang Song, Jianchao Bai, Xiaokai Chang, San-Yang Liu

Publication date: 11 May 2021

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10092-020-00387-1

zbMATH Keywords

complexityglobal convergenceconvex programmingalternating direction method of multipliersindefinite proximal termlinearized techniqueprediction-correction

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10)

Related Items (5)

Accelerated stochastic Peaceman-Rachford method for empirical risk minimization ⋮ A Round Trip Time Weighting Model for One-way Delay Estimation ⋮ Regularized least absolute deviation-based sparse identification of dynamical systems ⋮ A projected extrapolated gradient method with larger step size for monotone variational inequalities ⋮ An inexact ADMM with proximal-indefinite term and larger stepsize

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