Optimization
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ADMM Solves Bilinear Minimax Problems via Exact Generalized Projections
For bilinear minimax problems max_{c ∈ C} min_{β ∈ S} c^T A β over compact convex sets, standard ADMM's proximal operator is intractable. The paper proves this proximal reduces exactly to a generalized projection onto S, without approximations. The resulting algorithm alternates Euclidean projection…