Convex optimisation constitutes a fundamental area in applied mathematics where the objective is to identify the minimum of a convex function subject to a set of convex constraints. This framework ...

This is a preview. Log in through your library . Abstract The numerical success of the alternating direction method of multipliers (ADMM) inspires much attention in analyzing its theoretical ...

SIAM Journal on Numerical Analysis, Vol. 42, No. 2 (2005), pp. 800-825 (26 pages) We describe and analyze two numerical methods for a linear elliptic problem with stochastic coefficients and ...