The alternating direction method of multipliers (ADMM) is a popular and efficient first-order method that has recently found numerous applications, and the proximal ADMM is an important variant of it. The main contributions of this paper are the proposition and the analysis of a class of inertial proximal ADMMs, which unify the basic ideas of the inertial proximal point method and the proximal ADMM, for linearly constrained separable convex optimization. This class of methods are of inertial nature because at each iteration the proximal ADMM is applied to a point extrapolated at the current iterate in the direction of last movement. The recently proposed inertial primal-dual algorithm [A. Chambolle and T. Pock, On the ergodic convergence rates of a first-order primaldual algorithm, preprint, 2014, Algorithm 3] and the inertial linearized ADMM [C. Chen, S. Ma, and J. Yang, arXiv:1407.8238, eq. (3.23)] are covered as special cases. The proposed algorithmic framework is very general in the sense that the weighting matrices in the proximal terms are allowed to be only positive semidefinite, but not necessarily positive definite as required by existing methods of the same kind. By setting the two proximal terms to zero, we obtain an inertial variant of the classical ADMM, which is to the best of our knowledge new. We carry out a unified analysis for the entire class of methods under very mild assumptions. In particular, convergence, as well as asymptotic $o(1/\sqrt{k})$ and nonasymptotic $O(1/\sqrt{k})$ rates of convergence, are established for the best primal function value and feasibility residues, where k denotes the iteration counter. The global iterate convergence of the generated sequence is established under an additional assumption. We also present extensive experimental results on total variation–based image reconstruction problems to illustrate the profits gained by introducing the inertial extrapolation steps.

Frequentists' inference often delivers point estimators associated with condence intervals or sets for parameters of interest. Constructing the condence intervals or sets requires understanding the sampling distributions of the point estimators, which, in many but not all cases, are related to asymptotic Normal distributions ensured by central limit theorems. Although previous literature has established various forms of central limit theorems for statistical inference in super population models, we still need general and convenient forms of central limit theorems for some randomization-based causal analysis of experimental data, where the parameters of interests are functions of a nite population and randomness comes solely from the treatment assignment. We use central limit theorems for sample surveys and rank statistics to establish general forms of the nite population central limit theorems that are particularly useful for proving asymptotic distributions of randomization tests under the sharp null hypothesis of zero individual causal eects, and for obtaining the asymptotic repeated sampling distributions of the causal eect estimators. The new central limit theorems hold for general experimental designs with multiple treatment levels, multiple treatment factors and vector outcomes, and are immediately applicable for studying the asymptotic properties of many methods in causal inference, including instrumental variable, regression adjustment, rerandomization, clustered randomized experiments, and so on. Previously, the asymptotic properties of these problems are often based on heuristic arguments, which in fact rely on general forms of nite population central limit theorems that have not been established before. Our new theorems ll in this gap by providing more solid theoretical foundation for asymptotic randomization-based causal inference.

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