Tight Linear Convergence Rate of ADMM for Decentralized Optimization.
Meng MaBingcong LiGeorgios B. GiannakisPublished in: CoRR (2019)
Keyphrases
- convergence rate
- global convergence
- faster convergence rate
- convergence speed
- step size
- learning rate
- line search
- gradient method
- alternating direction method of multipliers
- primal dual
- lower bound
- augmented lagrangian method
- global optimization
- optimization problems
- numerical stability
- optimization algorithm
- convex optimization
- quadratic programming
- mutation operator
- linear systems
- optimization method
- number of iterations required
- gauss seidel method
- optimization methods
- genetic algorithm
- computational efficiency
- differential evolution
- wavelet neural network
- total variation