ADMM Fails to Achieve an $O(K^{-1})$ Ergodic KKT Residual Bound

Kaihuang Chen, Defeng Sun, Yancheng Yuan +2

The Karush--Kuhn--Tucker (KKT) residual is a fundamental measure of first-order optimality and, under an error bound condition, is comparable to the distance to the KKT solution se…