An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization
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Publication:1983931
DOI10.1007/s40314-021-01467-wzbMath1476.90237arXiv1903.02270MaRDI QIDQ1983931
Publication date: 10 September 2021
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.02270
convex optimization; alternating direction method of multipliers; BFGS update; limited memory BFGS; variable metric semi-proximal method
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C53: Methods of quasi-Newton type
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