On the Global and Linear Convergence of the Generalized Alternating Direction Method of Multipliers - Deng, Wei; Yin, Wotao (Journal of scientific computing, 2016)
Keywords: Algorithms; Computational Mathematics and Numerical Analysis; Convergence; Convex analysis; Convexity; Fourier transforms; Image processing; Machine learning; Mathematical analysis; Mathematical and Computational Engineering; Mathematical and Computational Physics; Mathematical models; Mathematics; Mathematics and Statistics; Multipliers; Optimization; Splitting; Statistics; Theoretical; Alternating direction method of multipliers; Global convergence; Linear convergence; Strong convexity; Distributed computing