Complexity Bound

Accelerated Alternating Direction Method of Multipliers:An Optimal O(1/K) Nonergodic Analysis

The Alternating Direction Method of Multipliers (ADMM) is widely used for linearly constrained convex problems. It is proven to have an o(1/√K) nonergodic convergence rate and a faster O(1/K) ergodic rate after ergodic averaging, where K is the …