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}, }