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On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming

Chen, L; Li, XD; Sun, DF; Toh, KC

Li, XD (corresponding author), Fudan Univ, Sch Data Sci, Shanghai 200433, Peoples R China.; Li, XD (corresponding author), Fudan Univ, Shanghai Ctr Math Sci, Shanghai 200433, Peoples R China.

MATHEMATICAL PROGRAMMING, 2021; 185 (1-2): 111

Abstract

In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majo......

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