Anderson accelerated Douglas-Rachford splitting.(English)Zbl 1458.90511

MSC:

 90C25 Convex programming 90C53 Methods of quasi-Newton type 49J52 Nonsmooth analysis 65K05 Numerical mathematical programming methods 68W10 Parallel algorithms in computer science 68W15 Distributed algorithms 97N80 Mathematical software, computer programs (educational aspects)

Software:

GitHub; OSQP; SuperMann; LSQR; CVXPY; SuperSCS; glasso; SCS; Anderson; POGS
Full Text:

References:

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