Generalized symmetric ADMM for separable convex optimization - Bai, Jianchao; Li, Jicheng; Xu, Fengmin; Zhang, Hongchao (Computational optimization and applications, 2018)
Keywords: Convergence; Convex analysis; Convex and Discrete Geometry; Convexity; Data management; Economic models; Integers; Lagrange multiplier; Management Science; Mathematics; Mathematics and Statistics; Numerical methods; Operations Research; Operations Research/Decision Theory; Optimization; Statistics; Variables; Separable convex programming; Alternating direction method of multipliers; Global convergence; 68W40; Parameter convergence domain; Statistical learning; Multiple blocks; 90C06; 65E05; 65C60; Complexity