A Unified Algorithmic Framework of Symmetric Gauss-Seidel Decomposition Based Proximal Admms for Convex Composite Programming

DOI10.4208/jcm.1803-m2018-0278zbMath1463.90154arXiv1812.06579OpenAlexW3125730451MaRDI QIDQ5127587

Ning Zhang, Liang Chen, Defeng Sun, Kim-Chuan Toh

Publication date: 27 October 2020

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

Full work available at URL: https://arxiv.org/abs/1812.06579

zbMATH Keywords

convex optimizationalternating direction method of multipliersmulti-blocksymmetric Gauss-Seidel decomposition

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Understanding the convergence of the preconditioned PDHG method: a view of indefinite proximal ADMM ⋮ A Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and Beyond ⋮ A dual symmetric Gauss-Seidel alternating direction method of multipliers for hyperspectral sparse unmixing ⋮ On the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite Programming ⋮ Portfolio Selection with Regularization

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