Generalized ADMM with Optimal Indenite Proximal Term for Linearly Constrained Convex Optimization
We consider the generalized alternating direction method of multipliers (ADMM) for linearly constrained convex optimization. Many problems derived from practical applications have showed that usually one of the subproblems in the generalized ADMM is hard to solve, thus a special proximal term is added. In the literature, the proximal term can be indenite which plays … Read more