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Partial Error Bound Conditions and the Linear Convergence Rate of the Alternating Direction Method of Multipliers.
Yongchao Liu
Xiaoming Yuan
Shangzhi Zeng
Jin Zhang
Published in:
SIAM J. Numer. Anal. (2018)
Keyphrases
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convergence rate
error bounds
convergence speed
step size
learning rate
theoretical analysis
alternating direction method of multipliers
worst case
primal dual
convex optimization
gradient method
linear systems
high dimensional
sufficient conditions
convex relaxation