Alternating direction method of multipliers with variable metric indefinite proximal terms for convex optimization

DOI10.3934/naco.2020047zbMath1452.90243arXiv1906.12112OpenAlexW3089672647MaRDI QIDQ827573

Nobuo Yamashita, Yan Gu

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

zbMATH Keywords

global convergenceconvex optimizationalternating direction method of multipliersBFGS updatevariable metric indefinite proximal term

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of quasi-Newton type (90C53)

Related Items (1)

An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization

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