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vary penalty parameter (rho) for ADMM implementaiton #1

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jolars opened this issue Apr 1, 2020 · 0 comments
Open

vary penalty parameter (rho) for ADMM implementaiton #1

jolars opened this issue Apr 1, 2020 · 0 comments
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enhancement New feature or request good first issue Good for newcomers

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@jolars
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jolars commented Apr 1, 2020

It is possible that we might want to vary penalty parameter across iterations for the implementation in ADMM. See the excerpt below from the ADMM monograph by Boyd et al.

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@jolars jolars added enhancement New feature or request good first issue Good for newcomers labels Apr 1, 2020
jolars pushed a commit that referenced this issue Dec 9, 2021
@KrystynaGrzesiak
changes tolerance #1
174bff3
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@jolars