A Majorized ADMM with Indefinite Proximal Terms for Linearly Constrained Convex Composite Optimization.

Min Li Defeng Sun Kim-Chuan Toh

Published in: SIAM J. Optim. (2016)

Keyphrases

linearly constrained
alternating direction method of multipliers
convex optimization
linear constraints
variational inequalities
total variation
convex relaxation
augmented lagrangian method
optimization problems
sensitivity analysis
worst case
image restoration
optimization methods
risk minimization