A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions.

Xudong Li Defeng Sun Kim-Chuan Toh

Published in: Math. Program. (2016)

Keyphrases

convex quadratic
conic programming
inequality constraints
interior point methods
convex optimization
alternating direction method of multipliers
genetic algorithm
total variation
objective function
linear programming
constrained optimization
primal dual
nonlinear programming