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math.OC2019
Alternating Direction Method of Multipliers with Variable Metric Indefinite Proximal Terms for Convex Optimization
Yan Gu, Nobuo Yamashita
This paper studies a proximal alternating direction method of multipliers (ADMM) with variable metric indefinite proximal terms for linearly constrained convex optimization problem…
math.OC2019★ 2 cited
An Alternating Direction Method of Multipliers with the BFGS Update for Structured Convex Quadratic Optimization
Yan Gu, Nobuo Yamashita
The alternating direction method of multipliers (ADMM) is an effective method for solving wide fields of convex problems. At each iteration, the classical ADMM solves two subproble…