Preconditioned ADMM for a Class of Bilinear Programming Problems

We design a novel preconditioned alternating direction method for solving a class of bilinear programming problems, where each subproblem is solved by adding a positive-definite regularization term with a proximal parameter. By the aid of the variational inequality, the global convergence of the pro...

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Veröffentlicht in:	Mathematical problems in engineering 2018-01, Vol.2018 (2018), p.1-9
Hauptverfasser:	Liang, Xiaobo, Bai, Jianchao
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Applied mathematics Computational mathematics Convergence Linear programming Mathematical problems Mathematical programming Methods Regularization
Online-Zugang:	Volltext
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