An inexact ADMM with proximal-indefinite term and larger stepsize

This work is devoted to developing an inexact ADMM for solving a family of multi-block separable convex optimization problems subject to linear equality constraints, where the problem variables are artificially partitioned into two groups. The first grouped subproblems are solved inexactly and and parallelly under relative error criterions, while the second grouped single subproblem (often … Read more

A corrected semi-proximal ADMM for multi-block convex optimization and its application to DNN-SDPs

In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all the existing modified versions of the directly extended ADMM, although with convergent guarantee, often perform substantially worse than the directly extended … Read more