Alternating direction method
Linearized Alternating Direction Method with Parallel Splitting and Adaptive Penalty for Separable Convex Programs in Machine Learning
We propose LADM with parallel splitting and adaptive penalty (LADMPSAP) to solve multi-block separable convex programs efficiently. We further propose a simple optimality measure and reveal the convergence rate of LADMPSAP in an ergodic sense.
Linearized Alternating Direction Method with Adaptive Penalty for Low-Rank Representation
We propose a linearized alternating direction method with adaptive penalty for solving subproblems in ADM conveniently