On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming
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Publication:2220656
DOI10.1007/s10107-019-01423-xzbMath1458.90509arXiv1803.10803OpenAlexW2971348295WikidataQ127331854 ScholiaQ127331854MaRDI QIDQ2220656
Liang Chen, Xudong Li, Kim-Chuan Toh, Defeng Sun
Publication date: 25 January 2021
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.10803
augmented Lagrangian methodalternating direction method of multiplierssymmetric Gauss-Seidel decompositionproximal term
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Decomposition methods (49M27)
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