Liu Sanyang

A generalization of linearized alternating direction method of multipliers for solving two-block separable convex programming

  • Song Dunjiang
  • Zhao Pengjun
  • Chang Xiaokai
  • Liu Sanyang
    • Categories Convex and Nonsmooth Optimization

    The linearized alternating direction method of multipliers (ADMM), with indefinite proximal regularization, has been proved to be efficient for solving separable convex optimization subject to linear constraints. In this paper, we present a generalization of linearized ADMM (G-LADMM) to solve two-block separable convex minimization model, which linearizes all the subproblems by choosing a proper positive-definite … Read more

    Optimal linearized symmetric ADMM for separable convex programming

  • Jianchao Bai
  • Chang Xiaokai
  • Liu Sanyang
    • Categories Constrained Nonlinear Optimization

    Due to its wide applications and simple implementations, the Alternating Direction Method of Multipliers (ADMM) has been extensively investigated by researchers from different areas. In this paper, we focus on a linearized symmetric ADMM (LSADMM) for solving the multi- block separable convex minimization model. This LSADMM partitions the data into two group variables and updates … Read more

    A projection algorithm based on KKT conditions for convex quadratic semidefinite programming with nonnegative constraints

  • Jianchao Bai
  • Chang Xiaokai
  • Liu Sanyang
    • Categories Linear, Cone and Semidefinite Programming Tags , , , ,

    The dual form of convex quadratic semidefinite programming (CQSDP) problem, with nonnegative constraints, is a 4-block separable convex optimization problem. It is known that,the directly extended 4-block alternating direction method of multipliers (ADMM4d) is very efficient to solve the dual, but its convergence is not guaranteed. In this paper, we reformulate the dual as a … Read more

    Convergent Prediction-Correction-based ADMM for multi-block separable convex programming

  • Zhao Pengjun
  • Chang Xiaokai
  • Liu Sanyang
  • Li Xu
    • Categories Applications - Science and Engineering, Convex and Nonsmooth Optimization Tags , , , , ,

    The direct extension of the classic alternating direction method with multipliers (ADMMe) to the multi-block separable convex optimization problem is not necessarily convergent, though it often performs very well in practice. In order to preserve the numerical advantages of ADMMe and obtain convergence, many modified ADMM were proposed by correcting the output of ADMMe or … Read more