A Survey on Some Recent Developments of Alternating Direction Method of Multipliers

Author:

Han De-Ren

Abstract

AbstractRecently, alternating direction method of multipliers (ADMM) attracts much attentions from various fields and there are many variant versions tailored for different models. Moreover, its theoretical studies such as rate of convergence and extensions to nonconvex problems also achieve much progress. In this paper, we give a survey on some recent developments of ADMM and its variants.

Funder

National Outstanding Youth Science Fund Project of National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research

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