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An accelerated proximal PRS-SQP algorithm with dual ascent-descent procedures for smooth composite optimization

Jin, Jiachen et al.
arXiv (All) · Papers
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optimization-and-control
Conventional wisdom in composite optimization suggests augmented Lagrangian dual ascent (ALDA) in Peaceman-Rachford splitting (PRS) methods for dual feasibility. However, ALDA may fail when the primal iterate is a local minimum, a stationary point, or a coordinatewise solution of the highly nonconve
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