Explicit Convergence Rate of a Distributed Alternating Direction Method of Multipliers
نویسندگان
چکیده
منابع مشابه
Faster Alternating Direction Method of Multipliers with a Worst-case O(1/n) Convergence Rate
The alternating direction method of multipliers (ADMM) is being widely used for various convex programming models with separable structures arising in specifically many scientific computing areas. The ADMM’s worst-case O(1/n) convergence rate measured by the iteration complexity has been established in the literature when its penalty parameter is a constant, where n is the iteration counter. Re...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2016
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.2015.2448011