Fixing and extending some recent results on the ADMM algorithm
Abstract
We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM algorithm that is able to handle convex optimization problems involving an additional smooth function in its objective, and which is evaluated through its gradient. Moreover, in each iteration we allow the use of variable metrics, while the investigations are carried out in the setting of infinite dimensional Hilbert spaces. This algorithmic scheme is investigated from the point of view of its convergence properties.
Cite
@article{arxiv.1612.05057,
title = {Fixing and extending some recent results on the ADMM algorithm},
author = {Sebastian Banert and Radu Ioan Bot and Ernö Robert Csetnek},
journal= {arXiv preprint arXiv:1612.05057},
year = {2019}
}
Comments
Updates in Section 2 concerning the derivation of the convergence rates + a unifying convergence theorem for the sequence of iterates