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Local Q-Linear Convergence and Finite-time Active Set Identification of ADMM on a Class of Penalized Regression Problems

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Academic year: 2021

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Fig. 2: Experimental results: Local Q-linear convergence for ADMM on problem (1). The “theoretical” line is the exponential curve t 7→ kx (0) − x ∗ kr(T 0 (x ∗ )) t

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