Approximate ADMM algorithms derived from Lagrangian splitting

DOI10.1007/s10589-017-9911-zzbMath1378.90063MaRDI QIDQ1687316

Peng Zhang

Publication date: 22 December 2017

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-017-9911-z

zbMATH Keywords

convex programming; decomposition methods; alternating direction method of multipliers

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

65K10: Numerical optimization and variational techniques

49M27: Decomposition methods

Uses Software

• L-BFGS
• UCI-ml
• ALGENCAN