A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications

DOI10.1090/mcom/3506zbMath1441.90123arXiv1706.01698OpenAlexW2989744206WikidataQ126655104 ScholiaQ126655104MaRDI QIDQ4960078

Ning Zhang, Jia Wu, Li-wei Zhang

Publication date: 8 April 2020

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.01698

zbMATH Keywords

logistic regressionalternating direction method of multiplierlinear rate convergenceindefinite proximal termsymmetric Gauss-Seidel decomposition

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

Related Items

Majorized iPADMM for Nonseparable Convex Minimization Models with Quadratic Coupling Terms ⋮ Understanding the convergence of the preconditioned PDHG method: a view of indefinite proximal ADMM ⋮ On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming ⋮ An inexact symmetric ADMM algorithm with indefinite proximal term for sparse signal recovery and image restoration problems ⋮ On the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite Programming

Uses Software

• UCI-ml
• LIBSVM
• glmnet
• condat_tv

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
• An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
• An extension of Luque's growth condition
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• Introductory lectures on convex optimization. A basic course.
• Regularity and conditioning of solution mappings in variational analysis
• Fixing and extending some recent results on the ADMM algorithm
• A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications
• A Majorized ADMM with Indefinite Proximal Terms for Linearly Constrained Convex Composite Optimization
• Hankel Matrix Rank Minimization with Applications to System Identification and Realization
• Characterization of the Robust Isolated Calmness for a Class of Conic Programming Problems
• Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising
• Implicit Functions and Solution Mappings
• Some continuity properties of polyhedral multifunctions
• Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
• Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
• A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems
• Sparsity and Smoothness Via the Fused Lasso
• Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
• Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods
• On Alternating Direction Methods of Multipliers: A Historical Perspective
• Proximité et dualité dans un espace hilbertien
• A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions

This page was built for publication: A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications