positive indefinite proximal

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

    Linearized Alternating Direction Method of Multipliers via Positive-Indefinite Proximal Regularization for Convex Programming

  • Bingsheng He
  • Feng Ma
  • Xiao-Ming Yuan
    • Categories Convex Optimization Tags , , , ,

    The alternating direction method of multipliers (ADMM) is being widely used for various convex minimization models with separable structures arising in a variety of areas. In the literature, the proximalversion of ADMM which allows ADMM’s subproblems to be proximally regularized has been well studied. Particularly the linearized version of ADMM can be yielded when the … Read more