LeThiKhanhHien / mADMM

mADMM

This folder contains the codes of mADMM for solving the generalized eigenvalue problems and the $l_1$-regularized logistic regression problem with a nonlinear classifier.

Reference: LTK Hien, D. Papadimitriou, "Multiblock ADMM for nonsmooth nonconvex optimization with nonlinear coupling constraints", Jan 2022.