An ADMM algorithm for solving a proximal bound-constrained quadratic program
MA Carreira-Perpinán - arXiv preprint arXiv:1412.8493, 2014 - arxiv.org
arXiv preprint arXiv:1412.8493, 2014•arxiv.org
We consider a proximal operator given by a quadratic function subject to bound constraints
and give an optimization algorithm using the alternating direction method of multipliers
(ADMM). The algorithm is particularly efficient to solve a collection of proximal operators that
share the same quadratic form, or if the quadratic program is the relaxation of a binary
quadratic problem.
and give an optimization algorithm using the alternating direction method of multipliers
(ADMM). The algorithm is particularly efficient to solve a collection of proximal operators that
share the same quadratic form, or if the quadratic program is the relaxation of a binary
quadratic problem.
We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a collection of proximal operators that share the same quadratic form, or if the quadratic program is the relaxation of a binary quadratic problem.
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