Convergence Rate of a Penalty Method for Strongly Convex Problems with Linear Constraints

Angelia Nedic, Tatiana Tatarenko. Convergence Rate of a Penalty Method for Strongly Convex Problems with Linear Constraints. In 59th IEEE Conference on Decision and Control, CDC 2020, Jeju Island, South Korea, December 14-18, 2020. pages 372-377, IEEE, 2020. [doi]

Abstract

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