Iteration Complexity Analysis of Multi-block ADMM for a Family of Convex Minimization Without Strong Convexity

@article{Lin2016IterationCA,
  title={Iteration Complexity Analysis of Multi-block ADMM for a Family of Convex Minimization Without Strong Convexity},
  author={Tianyi Lin and Necdet Serhat Aybat and Shuzhong Zhang},
  journal={J. Sci. Comput.},
  year={2016},
  volume={69},
  pages={52-81}
}
The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems due to its superior practical performance. On the theoretical side however, a counterexample was shown in [7] indicating that the multi-block ADMM for minimizing the sum of N (N ≥ 3) convex functions with N block variables linked by linear constraints may diverge. It is therefore of great interest to investigate further sufficient conditions on the input side which can… CONTINUE READING
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