Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization (Q1706414)
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scientific article; zbMATH DE number 6852053
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| English | Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization |
scientific article; zbMATH DE number 6852053 |
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Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization (English)
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22 March 2018
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The authors confirm that the symmetric alternating direction method of multipliers can also be regularized with an indefinite proximal term. The global convergence is theoretically proved and its worst-case convergence rate in an ergodic sense is established. Numerical experiments are presented.
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convex programming
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alternating direction method
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0.8705148100852966
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0.8400958180427551
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0.8377044796943665
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