A block successive upper-bound minimization method of multipliers for linearly constrained convex optimization
Mingyi Hong, Tsung-Hui Chang, Xiangfeng Wang, Meisam Razaviyayn, Shiqian Ma, Zhi-Quan Luo
| Year of publication: |
2020
|
|---|---|
| Authors: | Hong, Mingyi ; Chang, Tsung-Hui ; Wang, Xiangfeng ; Razaviyayn, Meisam ; Ma, Shiqian ; Luo, Zhi-Quan |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 3, p. 833-861
|
| Subject: | block successive upper-bound minimization | alternating direction method of multipliers | randomized block coordinate descent | Theorie | Theory | Multiplikator | Multiplier | Mathematische Optimierung | Mathematical programming |