The convergence rate of the proximal alternating direction method of multipliers with indefinite proximal regularization

DOI10.1186/s13660-017-1295-1zbMath1358.90100OpenAlexW2578978188WikidataQ37587026 ScholiaQ37587026MaRDI QIDQ504566

Min Sun, Jing Liu

Publication date: 17 January 2017

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-017-1295-1

zbMATH Keywords

compressive sensingproximal alternating direction method of multiplierstwo-block separable convex minimization problem

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30)

Related Items (10)

Modified hybrid decomposition of the augmented Lagrangian method with larger step size for three-block separable convex programming ⋮ The symmetric ADMM with indefinite proximal regularization and its application ⋮ An accelerated proximal augmented Lagrangian method and its application in compressive sensing ⋮ A generalization of linearized alternating direction method of multipliers for solving two-block separable convex programming ⋮ A linearized Peaceman-Rachford splitting method for structured convex optimization with application to stable principal component pursuit ⋮ A proximal fully parallel splitting method for stable principal component pursuit ⋮ A symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming ⋮ Improved proximal ADMM with partially parallel splitting for multi-block separable convex programming ⋮ A class of derivative-free CG projection methods for nonsmooth equations with an application to the LASSO problem ⋮ The conjugate gradient methods for solving the generalized periodic Sylvester matrix equations

Uses Software

• RASL

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