Majorized iPADMM for Nonseparable Convex Minimization Models with Quadratic Coupling Terms

In this paper, we consider nonseparable convex minimization models with quadratic coupling terms arised in many practical applications. We use a majorized indefinite proximal alternating direction method of multipliers (iPADMM) to solve this model. The indefiniteness of proximal matrices allows the function we actually solved to be no longer the majorization of the original function in each subproblem. While the convergence still can be guaranteed and larger stepsize is permitted which can speed up convergence. For this model, we analyze the global convergence of majorized iPADMM with two different techniques and the sublinear convergence rate in the nonergodic sense. Numerical experiments illustrate the advantages of the indefinite proximal matrices over the positive definite or the semi-definite proximal matrices.

The PPADMM Method for Solving Quadratic Programming Problems

In this paper, a preconditioned and proximal alternating direction method of multipliers (PPADMM) is established for iteratively solving the equality-constraint quadratic programming problems. Based on strictly matrix analysis, we prove that this method is asymptotically convergent. We also show the connection between this method with some existing methods, so it combines the advantages of the methods. Finally, the numerical examples show that the algorithm proposed is efficient, stable, and flexible for solving the quadratic programming problems with equality constraint.