An LQP-based symmetric alternating direction method of multipliers with larger step sizes

DOI10.1007/s40305-019-00247-yzbMath1438.49049OpenAlexW2944565706WikidataQ127904411 ScholiaQ127904411MaRDI QIDQ2314067

Min Li, Zhongming Wu

Publication date: 19 July 2019

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-019-00247-y

zbMATH Keywords

global convergenceconvex optimizationsymmetric alternating direction method of multiplierslarger step sizeslogarithmic-quadratic proximal regularization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Decomposition methods (49M27)

Related Items (6)

Convergence of Bregman Peaceman-Rachford splitting method for nonconvex nonseparable optimization ⋮ Accelerated stochastic Peaceman-Rachford method for empirical risk minimization ⋮ A partially proximal S-ADMM for separable convex optimization with linear constraints ⋮ Iteration complexity analysis of a partial LQP-based alternating direction method of multipliers ⋮ An inexact symmetric ADMM algorithm with indefinite proximal term for sparse signal recovery and image restoration problems ⋮ An inexact ADMM with proximal-indefinite term and larger stepsize

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