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math.OC2012★ 5 cited
A Unified Convergence Analysis of Block Successive Minimization Methods for Nonsmooth Optimization
Meisam Razaviyayn, Mingyi Hong, Zhi-Quan Luo
The block coordinate descent (BCD) method is widely used for minimizing a continuous function f of several block variables. At each iteration of this method, a single block of vari…
math.OC2012★ 156 cited
On the Linear Convergence of the Alternating Direction Method of Multipliers
Mingyi Hong, Zhi-Quan Luo
We analyze the convergence rate of the alternating direction method of multipliers (ADMM) for minimizing the sum of two or more nonsmooth convex separable functions subject to line…