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math.OC2016
Fixing and extending some recent results on the ADMM algorithm
Sebastian Banert, Radu Ioan Bot, Ernö Robert Csetnek
We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear…
math.OC2016
A general double-proximal gradient algorithm for d.c. programming
Sebastian Banert, Radu Ioan Bot
The possibilities of exploiting the special structure of d.c. programs, which consist of optimizing the difference of convex functions, are currently more or less limited to varian…