A linear algebra perspective on the random multi-block ADMM: the QP case
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Publication:6142559
DOI10.1007/s10092-023-00546-0OpenAlexW4388699670MaRDI QIDQ6142559
Stefano Cipolla, Jacek Gondzio
Publication date: 4 January 2024
Published in: Calcolo (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10092-023-00546-0
alternating direction method of multipliersinexact augmented Lagrangian methodrandomly shuffled Gauss-Seidel
Numerical mathematical programming methods (65K05) Convex programming (90C25) Iterative numerical methods for linear systems (65F10)
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