Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/article/10.1007/s10107-017-1205-9/fulltext.html
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3. Beck, A.: On the convergence of alternating minimization for convex programming with applications to iteratively reweighted least squares and decomposition schemes. SIAM J. Optim. 25(1), 185–209 (2015)
4. Beck, A., Tetruashvili, L.: On the convergence of block coordinate descent type methods. SIAM J. Optim. 23(2), 2037–2060 (2013)
5. Bertsekas, D.P.: Nonlinear Programming, 2nd edn. Athena-Scientific, Belmont (1999)
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