Parameter Selection and PreConditioning for a Graph Form Solver

@inproceedings{Fougner2015ParameterSA,
  title={Parameter Selection and PreConditioning for a Graph Form Solver},
  author={Chris Fougner},
  year={2015}
}
  • Chris Fougner
  • Published 2015
In a recent paper, Parikh and Boyd describe a method for solving a convex optimization problem, where each iteration involves evaluating a proximal operator and projection onto a subspace. In this paper we address the critical practical issues of how to select the proximal parameter in each iteration, and how to scale the original problem variables, so as… CONTINUE READING