Projective method of multipliers for linearly constrained convex minimization
Optimization and Control
2017-06-09 v2
Abstract
We present a method for solving linearly constrained convex optimization problems, which is based on the application of known algorithms for finding zeros of the sum of two monotone operators (presented by Eckstein and Svaiter) to the dual problem. We establish convergence rates for the new method, and we present applications to TV denoising and compressed sensing problems.
Keywords
Cite
@article{arxiv.1609.00467,
title = {Projective method of multipliers for linearly constrained convex minimization},
author = {Majela Pentón Machado},
journal= {arXiv preprint arXiv:1609.00467},
year = {2017}
}