Local Linear Convergence of the Alternating Direction Method of Multipliers for Quadratic Programs
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Numerical Analysis,Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/120886753
Reference13 articles.
1. Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
2. On the Douglas—Rachford splitting method and the proximal point algorithm for maximal monotone operators
3. A dual algorithm for the solution of nonlinear variational problems via finite element approximation
4. Modified Lagrangians in convex programming and their generalizations
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