Approximate ADMM algorithms derived from Lagrangian splitting
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DOI: 10.1007/s10589-017-9911-z
Abstract: This paper presents two new approximate versions of the alternating direction method of multipliers (ADMM) derived by modifying of the original “Lagrangian splitting” convergence analysis of Fortin and Glowinski. They require neither strong convexity of… read more here.
Keywords: algorithms derived; approximate admm; lagrangian splitting; splitting ... See more keywords