Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming

DOI10.1287/moor.2017.0875zbMath1440.90047arXiv1508.02134OpenAlexW2775040109MaRDI QIDQ5219557

Publication date: 12 March 2020

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.02134

zbMATH Keywords

multiblock ADMM calmness Q-linear convergence composite conic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Quadratic programming (90C20)

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