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math.OC2017
A general framework for parallelizing Dyskstra splitting
C. H. Jeffrey Pang
We show a general framework of parallelizing Dykstra splitting that includes the classical Dykstra's algorithm and the product space formulation as special cases, and prove their c…
math.OC2017★ 3 cited
Dykstra splitting and an approximate proximal point algorithm for minimizing the sum of convex functions
C. H. Jeffrey Pang
We show that Dykstra's splitting for projecting onto the intersection of convex sets can be extended to minimize the sum of convex functions and a regularizing quadratic. We give c…
math.OC2017★ 1 cited
Nonasymptotic and asymptotic linear convergence of an almost cyclic SHQP Dykstra's algorithm for polyhedral problems
C. H. Jeffrey Pang
We show that an almost cyclic (or generalized Gauss- Seidel) Dykstra's algorithm which incorporates the SHQP (supporting halfspace- quadratic programming) strategy can achieve nona…