Optimal parameter selection for the Alternating Direction Method of Multipliers (ADMM): Quadratic problems

IEEE Transactions on Automatic Control

Volumn 60, Issue 3, 2015, Pages 644-658

  Ghadimi, Euhanna ^a   Teixeira, André ^a   Shames, Iman ^b   Johansson, Mikael ^a  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

ADMM; convergence rate; optimal step size; optimization algorithm

Indexed keywords

ALGORITHMS; OPTIMIZATION; QUADRATIC PROGRAMMING;

ADMM; ALTERNATING DIRECTION METHOD OF MULTIPLIERS; CONSTRAINED QUADRATIC PROGRAMMING; CONVERGENCE RATES; OPTIMAL PARAMETER SELECTION; OPTIMAL STEP SIZE; OPTIMIZATION ALGORITHMS; QUANTITATIVE CHARACTERIZATION;

PARAMETER ESTIMATION;

EID: 84923620364     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2014.2354892     Document Type: Article

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