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Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
2018
Mathematics of Operations Research
In this paper, we aim to prove the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a mild calmness condition, which holds automatically for convex composite piecewise linear-quadratic programming, we establish the global Q-linear rate of convergence for a general semi-proximal ADMM with the dual step-length being taken in (0, (1 + √ 5)/2). This semi-proximal ADMM, which covers the
doi:10.1287/moor.2017.0875
fatcat:hi4rvx7z4vforefsbro35lt5mu