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math.OC2026
Faster Stochastic ADMM for Nonsmooth Composite Convex Optimization in Hilbert Space
Weihua Deng, Haiming Song, Hao Wang +1
In this paper, a stochastic alternating direction method of multipliers (ADMM) is proposed for a class of nonsmooth composite and stochastic convex optimization problems in Hilbert…
math.OC2013★ 46 cited
Parallel Multi-Block ADMM with o(1/k) Convergence
Wei Deng, Ming-Jun Lai, Zhimin Peng +1
This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize su…