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

Ethan X Fang1, Bingsheng He2, Han Liu1

  • 1Department of Operations Research and Financial Engineering, Princeton University.

Mathematical Programming Computation
|April 22, 2017
PubMed

Keywords:
62J0590C0690C25Convex optimizationalternating direction method of multipliersconvergence ratediscriminant analysisstatistical learningvariable selection

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