Convergence Study on the Symmetric Version of ADMM with Larger Step Sizes

@article{He2016ConvergenceSO,
  title={Convergence Study on the Symmetric Version of ADMM with Larger Step Sizes},
  author={Bingsheng He and Feng Ma and Xiaoming Yuan},
  journal={SIAM J. Imaging Sciences},
  year={2016},
  volume={9},
  pages={1467-1501}
}
The alternating direction method of multipliers (ADMM), also well known as a special split Bregman algorithm in imaging, is being popularly used in many areas including the image processing field. One useful modification is the symmetric version of the original ADMM, which updates the Lagrange multiplier twice at each iteration and thus the variables are treated in a symmetric manner. The symmetric version of ADMM, however, is not necessarily convergent. It was recently found that the… CONTINUE READING

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