An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming

Liang Chen, Defeng Sun, Kim-Chuan Toh. An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming. Math. Program., 161(1-2):237-270, 2017. [doi]

@article{ChenST17,
  title = {An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming},
  author = {Liang Chen and Defeng Sun and Kim-Chuan Toh},
  year = {2017},
  doi = {10.1007/s10107-016-1007-5},
  url = {http://dx.doi.org/10.1007/s10107-016-1007-5},
  researchr = {https://researchr.org/publication/ChenST17},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {161},
  number = {1-2},
  pages = {237-270},
}