Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding
نویسندگان
چکیده
منابع مشابه
Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding
We introduce a first-order method for solving very large convex cone programs. Themethod uses an operator splittingmethod, the alternating directionsmethod of multipliers, to solve the homogeneous self-dual embedding, an equivalent feasibility problem involving finding a nonzero point in the intersection of a subspace and a cone. This approach has several favorable properties. Compared to inter...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2016
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-016-0892-3