243 citations · 392 across the 23 of their papers we have counts for
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math.NA2017★ 11 cited
Convergence Rates Analysis of The Quadratic Penalty Method and Its Applications to Decentralized Distributed Optimization
Huan Li, Cong Fang, Zhouchen Lin
In this paper, we study a variant of the quadratic penalty method for linearly constrained convex problems, which has already been widely used but actually lacks theoretical justif…
math.OC2017★ 8 cited
Faster and Non-ergodic O(1/K) Stochastic Alternating Direction Method of Multipliers
Cong Fang, Feng Cheng, Zhouchen Lin
We study stochastic convex optimization subjected to linear equality constraints. Traditional Stochastic Alternating Direction Method of Multipliers and its Nesterov's acceleration…