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]

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