A partially proximal S-ADMM for separable convex optimization with linear constraints
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DOI: 10.1016/j.apnum.2020.09.016
Abstract: Abstract A classical approach to solving two-block separable convex optimization could be the symmetric alternating direction method of multipliers (S-ADMM). However, its convergence may not be guaranteed for a general multi-block case without additional assumptions.… read more here.
Keywords: convex optimization; admm; proximal admm; separable convex ... See more keywords