599 citations · 1.6k across the 13 of their papers we have counts for
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math.OC2015★ 164 cited
A Linearly-Convergent Stochastic L-BFGS Algorithm
Philipp Moritz, Robert Nishihara, Michael I. Jordan
We propose a new stochastic L-BFGS algorithm and prove a linear convergence rate for strongly convex and smooth functions. Our algorithm draws heavily from a recent stochastic vari…
math.OC2015★ 147 cited
A General Analysis of the Convergence of ADMM
Robert Nishihara, Laurent Lessard, Benjamin Recht +2
We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on…