GMRES-Accelerated ADMM for Quadratic Objectives
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Publication:4554067
DOI10.1137/16M1059941zbMath1402.49025arXiv1601.06200OpenAlexW3105492150MaRDI QIDQ4554067
Publication date: 7 November 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.06200
ADMMGMRESaugmented LagrangianKrylov subspacemethod of multipliersalternating directionsequence acceleration
Semidefinite programming (90C22) Large-scale problems in mathematical programming (90C06) Newton-type methods (49M15) Numerical methods of relaxation type (49M20) Acceleration of convergence in numerical analysis (65B99)
Related Items (3)
Fast and stable nonconvex constrained distributed optimization: the ELLADA algorithm ⋮ Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion ⋮ On the asymptotic linear convergence speed of Anderson acceleration applied to ADMM
Uses Software
Cites Work
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