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MP
2016
10 years 25 days ago
The continuous knapsack set
We study the convex hull of the continuous knapsack set which consists of a single inequality constraint with n non-negative integer and m non-negative bounded continuous variable...
Sanjeeb Dash, Oktay Günlük, Laurence A. ...
MP
2016
10 years 25 days ago
Parallel coordinate descent methods for big data optimization
In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially sepa...
Peter Richtárik, Martin Takác
MP
2016
10 years 25 days ago
A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems
We consider a class of matrix spectral norm approximation problems for finding an affine combination of given matrices having the minimal spectral norm subject to some prescribed ...
Caihua Chen, Yong-Jin Liu, Defeng Sun, Kim-Chuan T...
MP
2016
10 years 25 days ago
The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
The alternating direction method of multipliers (ADMM) is now widely used in many fields, and its convergence was proved when two blocks of variables are alternatively updated. It...
Caihua Chen, Bingsheng He, Yinyu Ye, Xiaoming Yuan