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

zbMATH Open1363.90183MaRDI QIDQ3179927FDOQ3179927

Yi-Qing Dai, Zheng Peng

Publication date: 6 January 2017

Recommendations

• A homotopy alternating direction method of multipliers for linearly constrained separable convex optimization
• An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization
• Linear convergence of the alternating direction method of multipliers for a class of convex optimization problems
• A linearized alternating direction method of multipliers with substitution procedure
• Inertial proximal ADMM for linearly constrained separable convex optimization

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 (1)

• A homotopy alternating direction method of multipliers for linearly constrained separable convex optimization

This page was built for publication: A homotopy-based alternating direction method of multipliers for structured convex optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3179927)