semi-definite optimization

Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Quadratic and Semi-Definite Programming

  • Deren Han
  • Defeng Sun
  • Liwei Zhang
    • Categories Convex and Nonsmooth Optimization, Linear, Cone and Semidefinite Programming, Nonlinear Optimization Tags , , , , ,

    In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain error bound condition, we establish the global linear rate of convergence for a more general semi-proximal ADMM with the dual steplength … Read more