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Stochastic linearized generalized alternating direction method of multipliers: Expected convergence rates and large deviation properties.
Jia Hu
Tiande Guo
Congying Han
Published in:
Math. Struct. Comput. Sci. (2024)
Keyphrases
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convergence rate
large deviations
alternating direction method of multipliers
primal dual
state dependent
markov processes
convex optimization
learning rate
monte carlo
kalman filter
importance sampling
lower bound