A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM. optimization julia julia-language constrained-optimization admm proximal-algorithms proximal-operators prox convex-optimization piecewise first-order-methods convex quadratic first-order linearly-separable nonsmooth-optimizatio...
Mirror prox algorithm for multi-term composite minimization and semi-separable problems. Computational Optimization and Applications, 61(2):275- 319, 2015.N. He, A. Juditsky, and A. Nemirovski. Mirror prox algorithm for multi-term composite minimization and semi-separable problems. Journal of ...
from quantitative sociology to medical imaging. Computing the maximum likelihood estimator of a point process model often leads to a convex optimization problem displaying a challenging feature, namely the lack of Lipschitz-continuity of the objective function. This feature can be a barrier to the ...
grid.213917.f0000000120974943Georgia Institute of Technology 30332 Atlanta GA USASpringer USComputational Optimization and ApplicationsN. He, A. Juditsky, and A. Nemirovski. Mirror prox algorithm for multi-term composite minimization and semi-separable problems. Computational Optimization and Applications,...