Bin Gao

Symmetric ADMM with Positive-Indefinite Proximal Regularization for Linearly Constrained Convex Optimization

  • Bin Gao
  • Feng Ma
    • Categories Complementarity and Variational Inequalities, Convex Optimization, Parallel Algorithms Tags , , ,

    The proximal ADMM which adds proximal regularizations to ADMM’s subproblems is a popular and useful method for linearly constrained separable convex problems, especially its linearized case. A well-known requirement on guaranteeing the convergence of the method in the literature is that the proximal regularization must be positive semidefinite. Recently it was shown by He et … Read more

    A new step size rule in Yan et al.’s self-adaptive projection method

  • Bin Gao
    • Categories Basic Sciences Applications

    In this paper, we propose a new step size rule to accelerate Yan et al.’s self-adaptive projection method. Under the new step size strategy, the superiority of modified projection method is verified through theory to numerical experiments. CitationCollege of Communications Engineering, PLA University of Science and Technology, Nanjing, 210007, China 01/29/2015ArticleDownload View PDF

    A note on the ergodic convergence of symmetric alternating proximal gradient method

  • Bin Gao
    • Categories Convex Optimization, Global Optimization

    We consider the alternating proximal gradient method (APGM) proposed to solve a convex minimization model with linear constraints and separable objective function which is the sum of two functions without coupled variables. Inspired by Peaceman-Rachford splitting method (PRSM), a nature idea is to extend APGM to the symmetric alternating proximal gradient method (SAPGM), which can … Read more