4 papers
A Unified Convergence Analysis of a Second-Order Method of Multipliers for Nonlinear Conic Programming
Liang Chen, Junyuan Zhu, Xinyuan Zhao
In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional…
A Unified Algorithmic Framework of Symmetric Gauss-Seidel Decomposition based Proximal ADMMs for Convex Composite Programming
Liang Chen, Defeng Sun, Kim-Chuan Toh +1
This paper aims to present a fairly accessible generalization of several symmetric Gauss-Seidel decomposition based multi-block proximal alternating direction methods of multiplier…
A three-operator splitting perspective of a three-block ADMM for convex quadratic semidefinite programming and extensions
Xiaokai Chang, Liang Chen, Sanyang Liu
In recent years, several convergent multi-block variants of the alternating direction method of multipliers (ADMM) have been proposed for solving the convex quadratic semidefinite…
On the Equivalence of Inexact Proximal ALM and ADMM for a Class of Convex Composite Programming
Liang Chen, Xudong Li, Defeng Sun +1
In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majorized multi-block proximal alt…