Nonergodic Analysis

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 rateand a faster O(1/K) ergodic rate after ergodic averaging, where K is the number …