Improving an ADMM-like Splitting Method via Positive-Indefinite Proximal Regularization for Three-Block Separable Convex Minimization

The augmented Lagrangian method (ALM) is fundamental for solving convex minimization models with linear constraints. When the objective function is separable such that it can be represented as the sum of more than one function without coupled variables, various splitting versions of the ALM have been well studied in the literature such as the alternating … Read more