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math.OC2015★ 3 cited
Relaxed Majorization-Minimization for Non-smooth and Non-convex Optimization
Chen Xu, Zhouchen Lin, Zhenyu Zhao +1
We propose a new majorization-minimization (MM) method for non-smooth and non-convex programs, which is general enough to include the existing MM methods. Besides the local majoriz…
math.OC2015★ 14 cited
Fast Proximal Linearized Alternating Direction Method of Multiplier with Parallel Splitting
Canyi Lu, Huan Li, Zhouchen Lin +1
The Augmented Lagragian Method (ALM) and Alternating Direction Method of Multiplier (ADMM) have been powerful optimization methods for general convex programming subject to linear…