A proximal ADMM with the Broyden family for convex optimization problems

DOI10.3934/jimo.2020091zbMath1476.90238OpenAlexW3027130104MaRDI QIDQ2666686

Nobuo Yamashita, Yan Gu

Publication date: 23 November 2021

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2020091

zbMATH Keywords

convex optimizationBroyden familyalternating direction methodvariable metric semi-proximal method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of quasi-Newton type (90C53)

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Convergence analysis of an ALF-based nonconvex splitting algorithm with SQP structure

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