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We present AUQ-ADMM, an adaptive uncertainty-weighted consensus ADMM method for solving large-scale convex optimization problems in a distributed manner. Our key contribution is a novel adaptive weighting scheme that empirically increases the progres
Externí odkaz:
http://arxiv.org/abs/2109.01089
Publikováno v:
Journal of Applied & Numerical Optimization; 2022, Vol. 4 Issue 2, p273-290, 26p