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Gabay

One of the proposers of the ADMM algorithm, who together with Mercier proposed the alternating direction method of multipliers in 1976.

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Oct 14

ADMM is an algorithmic framework for solving separable convex optimization problems, proposed by Gabay and Mercier in 1976, whose core idea is to introduce auxiliary variables to decompose the original problem into multiple subproblems, alternately updating the primal variables, auxiliary variables and dual variables.

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