Question: We consider a problem with linear equality constraints where A R m,n, with A full row rank: rank A = m n, and

We consider a problem with linear equality constraints

min fo(x): Ax = b, X

where A ∈ Rm,n, with A full row rank: rank A = m ≤ n, and where we assume that the objective function f0 is decomposable, that is

with each hi a convex, twice differentiable function. This problem can be addressed via different approaches.

min fo(x): Ax = b, X

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