On the Global Linear Convergence of the ADMM with MultiBlock Variables.

Tianyi Lin Shiqian Ma Shuzhong Zhang

Published in: SIAM J. Optim. (2015)

Keyphrases

convergence rate
data sets
higher order
random variables
convergence speed
global information
causal ordering
number of iterations required
equality constraints
linear constraints
quadratic programming
causal relationships
input variables
evolutionary algorithm
high dimensional
objective function
image processing