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An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming.
Liang Chen
Defeng Sun
Kim-Chuan Toh
Published in:
Math. Program. (2017)
Keyphrases
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conic programming
high dimensional
convex optimization
gauss seidel
dimensionality reduction
alternating direction method of multipliers
low dimensional
high dimensionality
total variation
piecewise linear
neural network
image processing
nearest neighbor