publication . Preprint . 2017

A Derandomized Algorithm for RP-ADMM with Symmetric Gauss-Seidel Method

Xu, Jinchao; Xu, Kailai; Ye, Yinyu;
Open Access English
  • Published: 23 May 2017
Comment: 16 pages, 3 figures
arXiv: Computer Science::Numerical Analysis
ACM Computing Classification System: MathematicsofComputing_NUMERICALANALYSIS
free text keywords: Mathematics - Optimization and Control
Download from

[1] Stephen Boyd, Neal Parikh, Eric Chu, Borja Peleato, and Jonathan Eckstein. Distributed optimization and statistical learning via the alternating direction method of multipliers. Foundations and Trends R in Machine Learning, 3(1):1{122, 2011.

[2] Caihua Chen, Bingsheng He, Yinyu Ye, and Xiaoming Yuan. The direct extension of admm for multi-block convex minimization problems is not necessarily convergent. Mathematical Programming, 155(1-2):57{79, 2016.

[3] Bingsheng He, Min Tao, and Xiaoming Yuan. Alternating direction method with gaussian back substitution for separable convex programming. SIAM Journal on Optimization, 22(2):313{340, 2012.

[4] Bingsheng He and Xiaoming Yuan. On the o(1/n) convergence rate of the douglas{rachford alternating direction method. SIAM Journal on Numerical Analysis, 50(2):700{709, 2012.

[5] Renato DC Monteiro and Benar F Svaiter. Iteration-complexity of block-decomposition algorithms and the alternating direction method of multipliers. SIAM Journal on Optimization, 23(1):475{507, 2013.

[6] Robert Nishihara, Laurent Lessard, Benjamin Recht, Andrew Packard, and Michael I Jordan. A general analysis of the convergence of admm. In ICML, pages 343{352, 2015.

[7] Ruoyu Sun, Zhi-Quan Luo, and Yinyu Ye. On the expected convergence of randomly permuted admm. arXiv preprint arXiv:1503.06387, 2015.

[8] Jinchao Xu. Multilevel iterative methods for discretized pdes, lecture notes, April 2017.

[9] Jinchao Xu. Optimal iterative methods for linear and nonlinear problems,lecture notes, April 2017. Department of Mathematics, Pennsylvania State University, University Park, PA 16802, USA E-mail address: Institute for Computational and Mathematical Engineering, Stanford University, CA 94305-4042 E-mail address: Department of Management Science and Engineering, Stanford University, CA 94305-4121 E-mail address:

Powered by OpenAIRE Research Graph
Any information missing or wrong?Report an Issue