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Article: Local linear convergence of the alternating direction method of multiplier s for quadratic programs
| Title | Local linear convergence of the alternating direction method of multiplier s for quadratic programs |
|---|---|
| Authors | |
| Keywords | Linear convergence rate Alternating direction method of multipliers Error bound Quadratic program |
| Issue Date | 2013 |
| Publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/sinum.php |
| Citation | SIAM Journal on Numerical Analysis, 2013, v. 51, n. 6, p. 3446-3457 How to Cite? |
| Abstract | 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 is still in its infancy. In this paper, we show the local linear convergence rate of ADMM for a quadratic program which includes some important applications of ADMM as special cases. © 2013 Society for Industrial and Applied Mathematics. |
| Persistent Identifier | http://hdl.handle.net/10722/251059 |
| ISSN | 2023 Impact Factor: 2.8 2023 SCImago Journal Rankings: 2.163 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Han, Deren | - |
| dc.contributor.author | Yuan, Xiaoming | - |
| dc.date.accessioned | 2018-02-01T01:54:27Z | - |
| dc.date.available | 2018-02-01T01:54:27Z | - |
| dc.date.issued | 2013 | - |
| dc.identifier.citation | SIAM Journal on Numerical Analysis, 2013, v. 51, n. 6, p. 3446-3457 | - |
| dc.identifier.issn | 0036-1429 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/251059 | - |
| dc.description.abstract | 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 is still in its infancy. In this paper, we show the local linear convergence rate of ADMM for a quadratic program which includes some important applications of ADMM as special cases. © 2013 Society for Industrial and Applied Mathematics. | - |
| dc.language | eng | - |
| dc.publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/sinum.php | - |
| dc.relation.ispartof | SIAM Journal on Numerical Analysis | - |
| dc.subject | Linear convergence rate | - |
| dc.subject | Alternating direction method of multipliers | - |
| dc.subject | Error bound | - |
| dc.subject | Quadratic program | - |
| dc.title | Local linear convergence of the alternating direction method of multiplier s for quadratic programs | - |
| dc.type | Article | - |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.1137/120886753 | - |
| dc.identifier.scopus | eid_2-s2.0-84892949395 | - |
| dc.identifier.volume | 51 | - |
| dc.identifier.issue | 6 | - |
| dc.identifier.spage | 3446 | - |
| dc.identifier.epage | 3457 | - |
| dc.identifier.isi | WOS:000328903500021 | - |
| dc.identifier.issnl | 0036-1429 | - |