Understanding the Convergence of the Preconditioned PDHG Method: A View of Indefinite Proximal ADMM
Yumin Ma, Xingju Cai, Bo Jiang, Deren Han
Topics & Concepts
MathematicsAugmented Lagrangian methodErgodic theorySublinear functionConvergence (economics)Applied mathematicsPolytopeDiagonalEquivalence (formal languages)Mathematical optimizationAlgorithmMathematical analysisGeometryDiscrete mathematicsEconomicsEconomic growthSparse and Compressive Sensing TechniquesMatrix Theory and AlgorithmsAdvanced Optimization Algorithms Research