Parallel multi-block ADMM with \(o(1/k)\) convergence (Q1704845): Difference between revisions

The author propose a Jacobi-Proximal alternating direction method of multipliers in solving the minimization problem with linear constraints. The method is suitable for parallel and distributed computing. An \(o(1/k)\) rate of convergence of the method is established. Several numerical results are used to demonstrate the efficiency of the proposed method in comparison with some existing parallel algorithms. A sufficient condition is provided to guarantee the convergence of the Jacobi-type alternating direction method of multipliers under certain conditions.