Linearized Alternating Direction Method of Multipliers for Constrained Linear Least-Squares Problem
نویسندگان
چکیده
منابع مشابه
Linearized Alternating Direction Method for Constrained Linear Least-squares Problem
In this paper, we apply the alternating direction method (ADM) to solve a constrained linear least-squares problem where the objective function is a sum of two least-squares terms and the constraints are box constraints. Using ADM, we decompose the original problem into two easier least-squares subproblems at each iteration. To speed up the inner iteration, we linearize the subproblems whenever...
متن کاملLinearized Alternating Direction Method of Multipliers for Constrained Linear Least-Squares Problem
The alternating direction method of multipliers (ADMM) is applied to a constrained linear least-squares problem, where the objective function is a sum of two least-squares terms and there are box constraints. The original problem is decomposed into two easier least-squares subproblems at each iteration, and to speed up the inner iteration we linearize the relevant subproblem whenever it has no ...
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ژورنال
عنوان ژورنال: East Asian Journal on Applied Mathematics
سال: 2012
ISSN: 2079-7362,2079-7370
DOI: 10.4208/eajam.270812.161112a