The symmetric ADMM with indefinite proximal regularization and its application
Abstract Due to updating the Lagrangian multiplier twice at each iteration, the symmetric alternating direction method of multipliers (S-ADMM) often performs better than other ADMM-type methods. In practical applications, some proximal terms with positive definite proximal matrices are often added t...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2017-07-01
|
| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-017-1447-3 |