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math.OC2017
The Rate of Convergence of the Augmented Lagrangian Method for a Nonlinear Semidefinite Nuclear Norm Composite Optimization Problem
Liwei Zhang, Yule Zhang, Jia Wu
We propose two basic assumptions, under which the rate of convergence of the augmented Lagrange method for a class of composite optimization problems is estimated. We analyze the r…
math.OC2017★ 4 cited
A Linearly Convergent Majorized ADMM with Indefinite Proximal Terms for Convex Composite Programming and Its Applications
Ning Zhang, Jia Wu, Liwei Zhang
This paper aims to study a majorized alternating direction method of multipliers with indefinite proximal terms (iPADMM) for convex composite optimization problems. We show that th…