A New Sequential Updating Scheme of the Lagrange Multiplier for Multi-Block Linearly Constrained Separable Convex Optimization with Relaxed Step Sizes

In various applications such as signal/image processing, data mining, statistical learning and etc., the multi-block linearly constrained separable convex optimization is frequently used, where the objective function is the sum of multiple individual convex functions, and the major constraints are linear. A classical method for solving such kind of optimization problem could be the alternating … Read more