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math.OC2018
An Algorithmic Framework of Variable Metric Over-Relaxed Hybrid Proximal Extra-Gradient Method
Li Shen, Peng Sun, Yitong Wang +2
We propose a novel algorithmic framework of Variable Metric Over-Relaxed Hybrid Proximal Extra-gradient (VMOR-HPE) method with a global convergence guarantee for the maximal monoto…
math.OC2015★ 1 cited
A corrected semi-proximal ADMM for multi-block convex optimization and its application to DNN-SDPs
Li Shen, Shaohua Pan
In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general -block convex optimization problems with linea…