Linear rate convergence of the alternating direction method of multipliers for convex composite programming
Year of publication: |
May 2018
|
---|---|
Authors: | Han, Deren ; Sun, Defeng ; Zhang, Liwei |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 43.2018, 2, p. 622-637
|
Subject: | ADMM | calmness | Q-linear convergence | multiblock | composite conic programming | Mathematische Optimierung | Mathematical programming | Wirtschaftliche Konvergenz | Economic convergence | Multiplikator | Multiplier | Theorie | Theory |
-
Nonconvex Lagrangian-based optimization : monitoring schemes and global convergence
Bolte, Jérôme, (2018)
-
Boţ, Radu Ioan, (2020)
-
Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga, (2020)
- More ...
-
Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems
Pang, Jong-Shi, (2003)
-
Semismooth Matrix-Valued Functions
Sun, Defeng, (2002)
-
The SC 1 property of the squared norm of the SOC Fischer–Burmeister function
Chen, Jein-Shan, (2008)
- More ...