Linearized symmetric multi-block ADMM with indefinite proximal regularization and optimal proximal parameter

DOI10.1007/S10092-020-00387-1zbMATH Open1467.65061OpenAlexW3095129419MaRDI QIDQ831269FDOQ831269

Dunjiang Song, Jianchao Bai, Xiaokai Chang, Sanyang Liu

Publication date: 11 May 2021

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10092-020-00387-1

Recommendations

• Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization
• The symmetric ADMM with indefinite proximal regularization and its application
• A generalization of linearized alternating direction method of multipliers for solving two-block separable convex programming
• Alternating direction method of multipliers with variable metric indefinite proximal terms for convex optimization
• The convergence rate of the proximal alternating direction method of multipliers with indefinite proximal regularization

zbMATH Keywords

alternating direction method of multiplierscomplexityglobal convergenceconvex programmingindefinite proximal termlinearized techniqueprediction-correction

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonlinear programming (90C30)

Cites Work

• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Parallel alternating direction multiplier decomposition of convex programs
• Title not available (Why is that?)
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• Robust principal component analysis?
• Convex Analysis
• An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
• A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints
• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
• A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions
• Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
• Alternating proximal gradient method for convex minimization
• Alternating direction method with Gaussian back substitution for separable convex programming
• Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
• A splitting method for separable convex programming
• A majorized ADMM with indefinite proximal terms for linearly constrained convex composite optimization
• On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function
• An algorithm twisted from generalized ADMM for multi-block separable convex minimization models
• A class of ADMM-based algorithms for three-block separable convex programming
• Convergence analysis of the direct extension of ADMM for multiple-block separable convex minimization
• Linearized alternating direction method with parallel splitting and adaptive penalty for separable convex programs in machine learning
• On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM
• Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
• Optimally linearizing the alternating direction method of multipliers for convex programming
• Linearized alternating direction method of multipliers for sparse group and fused Lasso models
• Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization
• Convergent prediction-correction-based ADMM for multi-block separable convex programming
• A partial splitting augmented Lagrangian method for low patch-rank image decomposition
• Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization
• Generalized symmetric ADMM for separable convex optimization
• A generalization of linearized alternating direction method of multipliers for solving two-block separable convex programming

Cited In (8)

• Regularized least absolute deviation-based sparse identification of dynamical systems
• An inexact ADMM with proximal-indefinite term and larger stepsize
• Accelerated stochastic Peaceman-Rachford method for empirical risk minimization
• A projected extrapolated gradient method with larger step size for monotone variational inequalities
• A 2-block semi-proximal ADMM for solving the H-weighted nearest correlation matrix problem
• A Round Trip Time Weighting Model for One-way Delay Estimation
• Title not available (Why is that?)
• An inertial proximal partially symmetric ADMM-based algorithm for linearly constrained multi-block nonconvex optimization problems with applications

This page was built for publication: Linearized symmetric multi-block ADMM with indefinite proximal regularization and optimal proximal parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q831269)