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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 …
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