An Explicit Rate Bound for the Over-Relaxed ADMM

7 Dec 2015Guilherme FrançaJosé Bento

The framework of Integral Quadratic Constraints of Lessard et al. (2014) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to semi-definite programming (SDP). Followup work by Nishihara et al. (2015) applies this technique to the entire family of over-relaxed Alternating Direction Method of Multipliers (ADMM)... (read more)

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