A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications

DOI10.1090/mcom/3506zbMath1441.90123arXiv1706.01698MaRDI QIDQ4960078

Ning Zhang, Jia Wu, Li-wei Zhang

Publication date: 8 April 2020

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.01698

zbMATH Keywords

logistic regression; alternating direction method of multiplier; linear rate convergence; indefinite proximal term; symmetric Gauss-Seidel decomposition

Mathematics Subject Classification ID

62J12: Generalized linear models (logistic models)

65K05: Numerical mathematical programming methods

90C25: Convex programming

90C30: Nonlinear programming

Uses Software

• UCI-ml
• LIBSVM
• glmnet
• condat_tv