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A primal-dual operator splitting method for conic optimization
Character segmentation conic optimization yield distributed linear algebra
2015/8/7
We develop a simple operator splitting method for solving a primal conic optimization problem; we show that the iterates also solve the dual problem. The resulting algorithm is very simple to describe...
Operator splitting for conic optimization via homogeneous self-dual embedding
Segmentation method multiplier nonzero subspace double lonely computational subspace
2015/8/7
We introduce a first order method for solving very large cone programs to modest accuracy. The method uses an operator splitting method, the alternating directions method of multipliers, to solve the ...
A Primal-Dual Operator Splitting Method for Conic Optimization
Primal-Dual Operator Splitting Method Conic Optimization
2015/7/9
We develop a simple operator splitting method for solving a primal conic optimization problem; we show that the iterates also solve the dual problem. The resulting algorithm is very simple to describe...
Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding
Optimization via Operator Splitting Homogeneous Self-Dual Embedding
2015/7/9
We introduce a first order method for solving very large cone programs to modest accuracy. The method uses an operator splitting method, the alternating directions method of multipliers, to solve the ...