A Survey on Some Recent Developments of Alternating Direction Method of Multipliers
Deren Han
Abstract
Abstract Recently, 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.
Topics & Concepts
Convergence (economics)Computer scienceRate of convergenceMathematical optimizationApplied mathematicsMathematicsEconomicsTelecommunicationsChannel (broadcasting)Economic growthSparse and Compressive Sensing TechniquesAdvanced Adaptive Filtering TechniquesDirection-of-Arrival Estimation Techniques