Convergence analysis of positive-indefinite proximal ADMM with a Glowinski's relaxation factor.
Jiawei ChenYiyun WangHongjin HeYibing LvPublished in: Numer. Algorithms (2020)
Keyphrases
- convergence analysis
- global convergence
- newton method
- optimality conditions
- convergence rate
- total variation
- optimization methods
- machine learning
- convex relaxation
- approximation methods
- objective function
- alternating direction method of multipliers
- neural network
- convex optimization
- model selection
- simulated annealing
- state space