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An ADMM algorithm for solving a proximal bound-constrained quadratic program (1412.8493v1)
Published 29 Dec 2014 in math.OC, cs.LG, and stat.ML
Abstract: 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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