On the Sublinear Convergence Rate of Multi-block ADMM
نویسندگان
چکیده
منابع مشابه
On the Sublinear Convergence Rate of Multi-Block ADMM
The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems. Despite of its success in practice, the convergence of the standard ADMM for minimizing the sum of N (N ≥ 3) convex functions whose variables are linked by linear constraints, has remained unclear for a very long time. Recently, Chen et al. [4] provided a counterexample show...
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The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems. Despite of its success in practice, the convergence properties of the standard ADMM for minimizing the sum of N (N ≥ 3) convex functions with N block variables linked by linear constraints, have remained unclear for a very long time. In this paper, we present convergence and...
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of China
سال: 2015
ISSN: 2194-668X,2194-6698
DOI: 10.1007/s40305-015-0092-0