Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization
type: Item
instance of: scholarly article
title: Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization
zbMATH Open document ID: 1453.65133
author: Bin Gao
author: Feng Ma
published in: Journal of Optimization Theory and Applications
publication date: 2018-03-22T00:00:00Z
review text: The authors confirm that the symmetric alternating direction method of multipliers can also be regularized with an indefinite proximal term. The global convergence is theoretically proved and its worst-case convergence rate in an ergodic sense is established. Numerical experiments are presented.
reviewed by: Hans Benker
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 49M37
zbMATH DE Number: 6852053
zbMATH Keywords: convex programming
zbMATH Keywords: alternating direction method
describes a project that uses: GADMM
MaRDI profile type: Publication
full work available at URL: s10957-017-1207-z
OpenAlex ID: W2773075392
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DOI: 10.1007/S10957-017-1207-Z
description: scientific article; zbMATH DE number 6852053