On the linear convergence of the alternating direction method of multipliers

Mingyi Hong University of Minnesota Zhi-Quan Luo Chinese University of Hong Kong (Shenzhen)

Optimization and Control mathscidoc:2004.27019

Mathematical Programming, 162, 2017
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ADMM Algorithm; Multi-Block; Linear Convergence.
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@inproceedings{mingyi2017on,
  title={On the linear convergence of the alternating direction method of multipliers},
  author={Mingyi Hong, and Zhi-Quan Luo},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20200429120926342615662},
  booktitle={Mathematical Programming},
  volume={162},
  year={2017},
}
Mingyi Hong, and Zhi-Quan Luo. On the linear convergence of the alternating direction method of multipliers. 2017. Vol. 162. In Mathematical Programming. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20200429120926342615662.
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