On full Jacobian decomposition of the augmented Lagrangian method for separable convex programming
The augmented Lagrangian method (ALM) is a benchmark for solving the convex minimization problem with linear constraints. We consider the special case where the objective is in form of the sum of m functions without coupled variables. For solving this separable convex programming model, it is usually required to decompose the ALM subproblem at each … Read more