An ADMM algorithm for solving a proximal bound-constrained quadratic program

Miguel Á. Carreira-Perpiñán

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arXiv · 1412.8493

An ADMM algorithm for solving a proximal bound-constrained quadratic program

Miguel Á. Carreira-Perpiñán

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Abstract

We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a collection of proximal operators that share the same quadratic form, or if the quadratic program is the relaxation of a binary quadratic problem.

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Miguel Á. Carreira-Perpiñán. 2014-12-29. An ADMM algorithm for solving a proximal bound-constrained quadratic program. https://arxiv.org/abs/1412.8493

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