Convergence analysis of generalized ADMM with majorization for linearly constrained composite convex optimization
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Control and Optimization,Business, Management and Accounting (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s11590-023-02041-5.pdf
Reference19 articles.
1. Chen, C.: Numerical algorithms for a class of matrix norm approximation problems. Nanjing University, (2012)
2. Chen, L., Sun, D., Toh, K.-C.: A note on the convergence of ADMM for linearly constrained convex optimization problems. Comput. Optim. Appl. 66, 327–343 (2017)
3. Clarke, Frank H.: Optimization and nonsmooth analysis. SIAM, (1990)
4. Cui, Y., Li, X., Sun, D., Toh, K.-C.: On the convergence properties of a majorized alternating direction method of multipliers for linearly constrained convex optimization problems with coupled objective functions. J. Optim. Theory Appl. 169, 1013–1041 (2016)
5. Dolan, E.D., Moré, J.J.: Benchmarking optimization software with performance profiles. Math. Program. 91, 201–213 (2002)
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