A homotopy-based alternating direction method of multipliers for structured convex optimization

zbMATH Open1363.90183MaRDI QIDQ3179927FDOQ3179927

Authors: Yi-Qing Dai, Zheng Peng 

Publication date: 6 January 2017

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zbMATH Keywords

alternating direction methodproximal point methodseparable convex optimizationhomotopy method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25)

Cited In (4)

• An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization
• A descent alternating direction method of multipliers with random step size for structured optimization problem
• A new homotopy proximal variable-metric framework for composite convex minimization
• A homotopy alternating direction method of multipliers for linearly constrained separable convex optimization

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