A Majorized ADMM with Indefinite Proximal Terms for Linearly Constrained Convex Composite Optimization

DOI10.1137/140999025zbMath1338.90305arXiv1412.1911OpenAlexW2963647795MaRDI QIDQ2802143

Kim-Chuan Toh, Defeng Sun, Min Li

Publication date: 25 April 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.1911

zbMATH Keywords

majorizationalternating direction method of multipliersconvex composite optimizationiteration-complexityindefinite proximal terms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Uses Software

• BADMM

Cites Work

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