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Stochastic accelerated alternating direction method of multipliers with importance sampling - MaRDI portal

Stochastic accelerated alternating direction method of multipliers with importance sampling (Q1626518)

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scientific article; zbMATH DE number 6985478
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Stochastic accelerated alternating direction method of multipliers with importance sampling
scientific article; zbMATH DE number 6985478

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    Stochastic accelerated alternating direction method of multipliers with importance sampling (English)
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    27 November 2018
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    stochastic ADMM
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    duality gap
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    variance estimation
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    importance sampling
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