Optimal proximal augmented Lagrangian method and its application to full Jacobian splitting for multi-block separable convex minimization problems

DOI10.1093/imanum/dry092zbMath1462.65066OpenAlexW2912560860WikidataQ128688827 ScholiaQ128688827MaRDI QIDQ5109472

Feng Ma, Xiao-Ming Yuan, Bing-sheng He

Publication date: 12 May 2020

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/dry092

zbMATH Keywords

parallel computationconvex programmingaugmented Lagrangian methodproximal point algorithmJacobian splittingmulti-block separable model

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Parallel numerical computation (65Y05)

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