A variable-penalty alternating directions method for convex optimization
نویسندگان
چکیده
منابع مشابه
A variable-penalty alternating directions method for convex optimization
We study a generalized version of the method of alternating directions as applied to the minimization of the sum of two convex functions subject to linear constraints. The method consists of solving consecutively in each iteration two optimization problems which contain in the objective function both Lagrangian and proximal terms. The minimizers determine the new proximal terms and a simple upd...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1998
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf02680549