Solving Multiple-Block Separable Convex Minimization Problems Using Two-Block Alternating Direction Method of Multipliers
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Publication:3466914
zbMath1332.65080arXiv1308.5294MaRDI QIDQ3466914
Zhi-Quan Luo, Mingyi Hong, Xiang-Feng Wang, Shi-Qian Ma
Publication date: 25 January 2016
Full work available at URL: https://arxiv.org/abs/1308.5294
convergence; principal component analysis; convex minimization; numerical result; alternating direction method of multipliers; dual splitting; Gaussian graphical model selection; primal splitting
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