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25 p, 1.0 MB A variable-penalty alternating directions method for convex optimization / Kontogiorgis, Spyridon ; Meyer, Robert R.
We study a generalized version of the method of alternating directions as applied to the minimization of the sum of two convex functions subject to linear constraints. The method consists of solving consecutively in each iteration two optimization problems which contain in the objective function both Lagrangian and proximal terms. [...]
1998
Mathematical Programming, vol. 83 n. 1 (1998) p. 29-53  
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