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Deriving solution value bounds from the ADMM

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1 Published in 2020 at "Optimization Letters"

DOI: 10.1007/s11590-020-01584-1

Abstract: This short paper describes a simple subgradient-based techniques for deriving bounds on the optimal solution value when using the ADMM to solve convex optimization problems. The technique requires a bound on the magnitude of some… read more here.

Keywords: bounds admm; deriving solution; value bounds; solution value ... See more keywords