An inexact accelerated stochastic ADMM for separable convex optimization
Jianchao Bai, William W. Hager, Hongchao Zhang
Topics & Concepts
MathematicsLinearizationConvexityConvex functionMathematical optimizationConvex optimizationVariance reductionSeparable spaceStochastic optimizationConvergence (economics)Function (biology)Optimization problemRegular polygonApplied mathematicsNonlinear systemMonte Carlo methodEconomic growthMathematical analysisFinancial economicsBiologyPhysicsEvolutionary biologyStatisticsEconomicsGeometryQuantum mechanicsSparse and Compressive Sensing TechniquesDirection-of-Arrival Estimation TechniquesIndoor and Outdoor Localization Technologies