Alternating direction method of multipliers with variable metric indefinite proximal terms for convex optimization
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Publication:827573
DOI10.3934/naco.2020047zbMath1452.90243arXiv1906.12112MaRDI QIDQ827573
Publication date: 13 January 2021
Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.12112
global convergence; convex optimization; alternating direction method of multipliers; BFGS update; variable metric indefinite proximal term
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C53: Methods of quasi-Newton type