Local Linear Convergence of the Alternating Direction Method of Multipliers for Quadratic Programs

Local Linear Convergence of the Alternating Direction Method of Multipliers for Quadratic Programs
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DOI:
10.1137/120886753
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发表时间:
2013-12
期刊:
SIAM J. Numer. Anal.
影响因子:
--
通讯作者:
Deren Han;Xiaoming Yuan
Deren Han;Xiaoming Yuan
中科院分区:
其他
文献类型:
--
作者:
Deren Han;Xiaoming Yuan

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道格拉斯-Rachford交替方向乘子法(ADMM)已被广泛应用于各个领域。ADMM算法的全局收敛性是众所周知的,而对其收敛速度的研究则是有限的。
The Douglas--Rachford alternating direction method of multipliers (ADMM) has been widely used in various areas. The global convergence of ADMM is well known, while research on its convergence rate ...