Generalized Alternating Direction Method of Multipliers: New Theoretical Insights and Applications.

Fang, Ethan X; He, Bingsheng; Liu, Han; Yuan, Xiaoming

Fang, Ethan X; He, Bingsheng; Liu, Han; Yuan, Xiaoming.

Fang EX; Department of Operations Research and Financial Engineering, Princeton University.
He B; International Centre of Management Science and Engineering, and Department of Mathematics, Nanjing University, Nanjing, 210093, China. This author was supported by the NSFC Grant 91130007 and the MOEC fund 20110091110004.
Liu H; Department of Operations Research and Financial Engineering, Princeton University.
Yuan X; Department of Mathematics, Hong Kong Baptist University, Hong Kong. This author was supported by the Faculty Research Grant from HKBU: FRG2/13-14/061 and the General Research Fund from Hong Kong Research Grants Council: 203613.

Math Program Comput ; 7(2): 149-187, 2015 Jun.

Article en En | MEDLINE | ID: mdl-28428830

Palabras clave

62J05; 90C06; 90C25; Convex optimization; alternating direction method of multipliers; convergence rate; discriminant analysis; statistical learning; variable selection

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Texto completo: 1 Banco de datos: MEDLINE Idioma: En Año: 2015 Tipo del documento: Article

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Texto completo: 1 Banco de datos: MEDLINE Idioma: En Año: 2015 Tipo del documento: Article