Faster Alternating Direction Method of Multipliers with a Worst-case O(1/n^2) Convergence Rate

The alternating direction method of multipliers (ADMM) is being widely used for various convex programming models with separable structures arising in specifically many scientific computing areas. The ADMM’s worst-case O(1/n) convergence rate measured by the iteration complexity has been established in the literature when its penalty parameter is a constant, where n is the iteration … Read more