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A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints
In this paper, we consider conic programming problems whose constraints consist of linear equalities, linear inequalities, a nonpolyhedral cone, and a polyhedral cone. A convenient way for solving this class of problems is to apply the directly extended alternating direction method of multipliers (ADMM) to its dual problem, which has …