A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints

DOI10.1137/140964357zbMath1328.90083arXiv1404.5378OpenAlexW1982831910MaRDI QIDQ5254992

Kim-Chuan Toh, Defeng Sun, Liuqin Yang

Publication date: 11 June 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.5378

zbMATH Keywords

convergence conic programming multiblock ADMM sdp semiproximal ADMM

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Iterative numerical methods for linear systems (65F10)

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