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Linearized generalized ADMM-based algorithm for multi-block linearly constrained separable convex programming in real-world applications - MaRDI portal

Linearized generalized ADMM-based algorithm for multi-block linearly constrained separable convex programming in real-world applications (Q6126060)

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scientific article; zbMATH DE number 7829103
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Linearized generalized ADMM-based algorithm for multi-block linearly constrained separable convex programming in real-world applications
scientific article; zbMATH DE number 7829103

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    Linearized generalized ADMM-based algorithm for multi-block linearly constrained separable convex programming in real-world applications (English)
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    9 April 2024
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    generalized alternating direction method of multipliers
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    convex optimization
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    global convergence
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    worst case convergence rate
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    calibrating the correlation matrices
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