A Majorized ADMM with Indefinite Proximal Terms for Linearly Constrained Convex Composite Optimization
نویسندگان
چکیده
منابع مشابه
A Majorized ADMM with Indefinite Proximal Terms for Linearly Constrained Convex Composite Optimization
This paper presents a majorized alternating direction method of multipliers (ADMM) with indefinite proximal terms for solving linearly constrained 2-block convex composite optimization problems with each block in the objective being the sum of a non-smooth convex function (p(x) or q(y)) and a smooth convex function (f(x) or g(y)), i.e., minx∈X , y∈Y{p(x) + f(x) + q(y) + g(y) | A∗x + B∗y = c}. B...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2016
ISSN: 1052-6234,1095-7189
DOI: 10.1137/140999025