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math.OC2022
On the Linear Convergence Rate of Generalized ADMM for Convex Composite Programming
Han Wang, Peili Li, Yunhai Xiao
Over the fast few years, the numerical success of the generalized alternating direction method of multipliers (GADMM) proposed by Eckstein \& Bertsekas [Math. Prog., 1992] has insp…
math.OC2022
Convergence Analysis of Generalized ADMM with Majorization for Linearly Constrained Composite Convex Optimization
Hongwu Li, Haibin Zhang, Yunhai Xiao
The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex prog…