A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints

Defeng Sun, Kim-Chuan Toh, Liuqin Yang. A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints. SIAM Journal on Optimization, 25(2):882-915, 2015. [doi]

@article{SunTY15,
  title = {A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints},
  author = {Defeng Sun and Kim-Chuan Toh and Liuqin Yang},
  year = {2015},
  doi = {10.1137/140964357},
  url = {http://dx.doi.org/10.1137/140964357},
  researchr = {https://researchr.org/publication/SunTY15},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {25},
  number = {2},
  pages = {882-915},
}